+42.8%
LRCX vs NEM
+50.9%
-8.1%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | +9.9% | -13.9% | -8.7% |
| 7D | -12.8% | +3.7% | -16.4% | -14.5% |
| 30D | -36.0% | +2.0% | -37.9% | -36.8% |
| 3M | -30.2% | +21.1% | -51.3% | -38.4% |
| 6M | -14.2% | +9.5% | -23.7% | -20.0% |
| YTD | +29.7% | +19.1% | +10.7% | +10.3% |
| 1Y | +42.8% | +51.1% | -8.3% | +0.1% |
| All | +42.8% | +50.9% | -8.1% | +0.1% |
Cumulative growth
Daily Returns
Daily percentage return beside NEM.
Daily Out/Under-Performance
Portfolio return minus NEM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NEM 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 1y: compounded portfolio wealth divided by compounded NEM 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…
1y analysis · Full analysis span regression · 6 months rolling