+416.0%
LRCX vs NLY
+25.6%
+390.5%
-56.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.5% | +0.5% | +0.4% |
| 7D | -3.1% | -4.0% | +0.9% | -0.5% |
| 30D | -8.6% | -5.2% | -3.3% | -5.5% |
| 3M | -17.7% | +2.8% | -20.5% | -19.4% |
| 6M | +36.4% | +4.2% | +32.1% | +32.8% |
| YTD | +74.5% | +4.7% | +69.9% | +69.8% |
| 1Y | +159.4% | +12.7% | +146.7% | +140.4% |
| 3Y | +361.6% | +62.5% | +299.0% | +243.8% |
| All | +416.0% | +25.6% | +390.5% | +387.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling