+392.1%
LRCX vs NET
+348.4%
+43.7%
-47.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NET | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +1.9% | +2.2% | +3.6% |
| 7D | +10.4% | -0.4% | +10.8% | +10.5% |
| 30D | +2.9% | -5.3% | +8.2% | +4.3% |
| 3M | -1.2% | +14.7% | -15.9% | -5.4% |
| 6M | +60.9% | +45.7% | +15.2% | +38.1% |
| YTD | +87.5% | +44.2% | +43.3% | +59.1% |
| 1Y | +206.6% | +30.5% | +176.2% | +168.4% |
| 3Y | +392.1% | +353.6% | +38.5% | +174.1% |
| All | +392.1% | +348.4% | +43.7% | +174.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling