+754.4%
LRCX vs NET
+1,258.4%
-504.0%
-57.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NET | Excess | Alpha |
|---|---|---|---|---|
| 1D | -16.4% | -8.3% | -8.1% | -14.1% |
| 7D | -27.2% | -21.2% | -6.0% | -22.1% |
| 30D | -44.5% | -31.1% | -13.4% | -38.5% |
| 3M | -39.7% | -16.5% | -23.2% | -37.1% |
| 6M | -32.7% | 0.0% | -32.8% | -34.5% |
| YTD | +8.5% | +24.0% | -15.5% | -2.9% |
| 1Y | +12.7% | +7.0% | +5.7% | +5.3% |
| 3Y | +199.4% | +279.6% | -80.1% | +90.0% |
| 5Y | +219.0% | +24.0% | +195.0% | +132.2% |
| All | +754.4% | +1,258.4% | -504.0% | +178.8% |
Cumulative growth
Daily Returns
Daily percentage return beside NET.
Daily Out/Under-Performance
Portfolio return minus NET return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NET 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 NET 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