+3,549.0%
LRCX vs NRG
+1,083.9%
+2,465.1%
-56.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.6% | -1.6% | -0.6% |
| 7D | -3.1% | -4.7% | +1.6% | -1.0% |
| 30D | -8.6% | -6.0% | -2.6% | -6.5% |
| 3M | -17.7% | -8.0% | -9.7% | -15.6% |
| 6M | +36.4% | -23.2% | +59.5% | +50.7% |
| YTD | +74.5% | -28.1% | +102.6% | +98.4% |
| 1Y | +159.4% | -27.3% | +186.7% | +193.8% |
| 3Y | +361.6% | +208.7% | +152.9% | +180.6% |
| 5Y | +425.2% | +197.7% | +227.6% | +217.2% |
| All | +3,549.0% | +1,083.9% | +2,465.1% | +1,555.4% |
Cumulative growth
Daily Returns
Daily percentage return beside NRG.
Daily Out/Under-Performance
Portfolio return minus NRG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NRG 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 10y: compounded portfolio wealth divided by compounded NRG 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…
10y analysis · Full analysis span regression · 6 months rolling