+3,549.0%
LRCX vs LNT
+148.3%
+3,400.7%
-56.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LNT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | 0.0% | +0.1% | +0.1% |
| 7D | -3.1% | -1.0% | -2.0% | -2.7% |
| 30D | -8.6% | -4.2% | -4.3% | -7.3% |
| 3M | -17.7% | -6.7% | -11.0% | -16.2% |
| 6M | +36.4% | -3.6% | +39.9% | +36.7% |
| YTD | +74.5% | +5.9% | +68.7% | +68.9% |
| 1Y | +159.4% | +7.3% | +152.2% | +149.4% |
| 3Y | +361.6% | +46.5% | +315.1% | +280.9% |
| 5Y | +425.2% | +32.5% | +392.8% | +345.9% |
| All | +3,549.0% | +148.3% | +3,400.7% | +2,343.4% |
Cumulative growth
Daily Returns
Daily percentage return beside LNT.
Daily Out/Under-Performance
Portfolio return minus LNT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LNT 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 LNT 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