+42.8%
LRCX vs NLY
+2.3%
+40.5%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | +3.8% | -7.9% | -5.9% |
| 7D | -12.8% | +3.5% | -16.3% | -14.3% |
| 30D | -36.0% | +3.6% | -39.6% | -37.3% |
| 3M | -30.2% | -13.6% | -16.6% | -21.6% |
| 6M | -14.2% | -9.1% | -5.1% | -7.9% |
| YTD | +29.7% | -6.1% | +35.8% | +38.1% |
| 1Y | +42.8% | +0.7% | +42.1% | +52.1% |
| All | +42.8% | +2.3% | +40.5% | +52.1% |
Cumulative growth
Daily Returns
Daily percentage return beside NLY.
Daily Out/Under-Performance
Portfolio return minus NLY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NLY 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 NLY 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