+416.0%
LRCX vs NSC
+42.7%
+373.4%
-56.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NSC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.9% | +1.0% | +0.6% |
| 7D | -3.1% | -2.8% | -0.3% | -1.5% |
| 30D | -8.6% | -4.5% | -4.0% | -6.2% |
| 3M | -17.7% | +3.5% | -21.2% | -19.8% |
| 6M | +36.4% | +8.5% | +27.8% | +28.3% |
| YTD | +74.5% | +12.3% | +62.2% | +60.2% |
| 1Y | +159.4% | +18.9% | +140.5% | +129.3% |
| 3Y | +361.6% | +74.1% | +287.4% | +202.2% |
| All | +416.0% | +42.7% | +373.4% | +301.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling