+424.9%
LRCX vs NOC
+57.3%
+367.6%
-56.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | +0.7% | -6.3% | -5.6% |
| 7D | +1.8% | -1.8% | +3.6% | +1.8% |
| 30D | -4.3% | -9.4% | +5.1% | -4.6% |
| 3M | -7.3% | -3.8% | -3.5% | -7.3% |
| 6M | +38.6% | -28.8% | +67.3% | +39.6% |
| YTD | +74.4% | -7.9% | +82.3% | +74.5% |
| 1Y | +179.1% | -9.0% | +188.2% | +179.3% |
| 3Y | +357.7% | +29.1% | +328.6% | +347.6% |
| 5Y | +424.9% | +58.9% | +365.9% | +419.2% |
| All | +424.9% | +57.3% | +367.6% | +419.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling