+302,042.4%
LRCX vs NEM
+483.1%
+301,559.3%
-87.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -0.8% | +4.9% | +4.2% |
| 7D | +10.4% | +3.9% | +6.6% | +9.9% |
| 30D | +2.9% | +12.7% | -9.8% | +1.5% |
| 3M | -1.2% | +28.7% | -29.8% | -3.9% |
| 6M | +60.9% | +9.8% | +51.1% | +59.1% |
| YTD | +87.5% | +28.1% | +59.4% | +82.6% |
| 1Y | +206.6% | +69.3% | +137.3% | +190.5% |
| 3Y | +392.1% | +247.7% | +144.4% | +332.1% |
| 5Y | +478.4% | +153.4% | +325.1% | +417.1% |
| 10Y | +3,821.0% | +291.3% | +3,529.7% | +3,253.0% |
| All | +302,042.4% | +483.1% | +301,559.3% | +243,370.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling