+159.4%
LRCX vs NSC
+19.9%
+139.6%
-41.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NSC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.9% | +1.0% | +0.2% |
| 7D | -3.1% | -2.8% | -0.3% | -2.7% |
| 30D | -8.6% | -4.5% | -4.0% | -7.9% |
| 3M | -17.7% | +3.5% | -21.2% | -18.1% |
| 6M | +36.4% | +8.5% | +27.8% | +33.6% |
| YTD | +74.5% | +12.3% | +62.2% | +70.5% |
| 1Y | +159.4% | +18.9% | +140.5% | +141.3% |
| All | +159.4% | +19.9% | +139.6% | +141.3% |
Cumulative growth
Daily Returns
Daily percentage return beside NSC.
Daily Out/Under-Performance
Portfolio return minus NSC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NSC 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 NSC 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