+159.4%
LRCX vs NKE
-48.9%
+208.4%
-41.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NKE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.5% | -0.4% | +0.1% |
| 7D | -3.1% | -4.2% | +1.1% | -3.1% |
| 30D | -8.6% | -8.2% | -0.4% | -8.6% |
| 3M | -17.7% | -19.1% | +1.4% | -16.5% |
| 6M | +36.4% | -32.6% | +69.0% | +41.3% |
| YTD | +74.5% | -40.7% | +115.3% | +85.4% |
| 1Y | +159.4% | -48.9% | +208.3% | +213.9% |
| All | +159.4% | -48.9% | +208.4% | +213.9% |
Cumulative growth
Daily Returns
Daily percentage return beside NKE.
Daily Out/Under-Performance
Portfolio return minus NKE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NKE 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 NKE 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