+3,549.0%
LRCX vs BNS
+188.9%
+3,360.1%
-56.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.7% | -0.6% | -0.5% |
| 7D | -3.1% | -0.4% | -2.7% | -2.8% |
| 30D | -8.6% | +3.5% | -12.0% | -11.6% |
| 3M | -17.7% | +14.1% | -31.7% | -26.8% |
| 6M | +36.4% | +33.8% | +2.6% | +6.4% |
| YTD | +74.5% | +29.5% | +45.1% | +40.1% |
| 1Y | +159.4% | +48.4% | +111.0% | +85.7% |
| 3Y | +361.6% | +129.6% | +232.0% | +122.7% |
| 5Y | +425.2% | +96.1% | +329.2% | +193.2% |
| All | +3,549.0% | +188.9% | +3,360.1% | +1,463.0% |
Cumulative growth
Daily Returns
Daily percentage return beside BNS.
Daily Out/Under-Performance
Portfolio return minus BNS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BNS 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 10y: compounded portfolio wealth divided by compounded BNS 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…
10y analysis · Full analysis span regression · 6 months rolling