+8,360.9%
LRCX vs IYR
+690.9%
+7,670.0%
-84.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IYR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.1% | -0.3% | -0.7% |
| 7D | +9.5% | -0.9% | +10.5% | +10.2% |
| 30D | +3.1% | -2.4% | +5.4% | +4.7% |
| 3M | -3.4% | -2.0% | -1.4% | -3.1% |
| 6M | +49.7% | +2.5% | +47.2% | +45.6% |
| YTD | +84.9% | +8.3% | +76.6% | +73.1% |
| 1Y | +200.8% | +6.5% | +194.4% | +184.8% |
| 3Y | +385.1% | +29.3% | +355.7% | +298.2% |
| 5Y | +460.5% | +5.7% | +454.8% | +434.8% |
| 10Y | +3,866.3% | +69.2% | +3,797.0% | +2,723.1% |
| All | +8,360.9% | +690.9% | +7,670.0% | +1,732.6% |
Cumulative growth
Daily Returns
Daily percentage return beside IYR.
Daily Out/Under-Performance
Portfolio return minus IYR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IYR return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded IYR wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling