+159.4%
LRCX vs NEM
+64.8%
+94.6%
-41.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.5% | -0.5% | -0.2% |
| 7D | -3.1% | -1.0% | -2.1% | -2.6% |
| 30D | -8.6% | +7.8% | -16.4% | -12.1% |
| 3M | -17.7% | +30.2% | -47.9% | -28.5% |
| 6M | +36.4% | +9.6% | +26.7% | +27.5% |
| YTD | +74.5% | +27.8% | +46.7% | +52.8% |
| 1Y | +159.4% | +60.7% | +98.7% | +92.2% |
| All | +159.4% | +64.8% | +94.6% | +92.2% |
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