+361.3%
LRCX vs NOC
+28.9%
+332.4%
-47.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | +0.7% | -6.3% | -5.5% |
| 7D | +1.8% | -1.8% | +3.6% | +1.5% |
| 30D | -4.3% | -9.4% | +5.1% | -5.9% |
| 3M | -7.3% | -3.8% | -3.5% | -7.4% |
| 6M | +38.6% | -28.8% | +67.3% | +34.9% |
| YTD | +74.4% | -7.9% | +82.3% | +74.5% |
| 1Y | +179.1% | -9.0% | +188.2% | +179.1% |
| All | +361.3% | +28.9% | +332.4% | +395.6% |
Cumulative growth
Daily Returns
Daily percentage return beside NOC.
Daily Out/Under-Performance
Portfolio return minus NOC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NOC 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 NOC 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