+3,549.0%
LRCX vs NTAP
+650.8%
+2,898.2%
-56.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NTAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +8.5% | -8.5% | -5.0% |
| 7D | -3.1% | +7.4% | -10.4% | -7.3% |
| 30D | -8.6% | -1.4% | -7.2% | -8.1% |
| 3M | -17.7% | +24.6% | -42.2% | -28.4% |
| 6M | +36.4% | +105.9% | -69.5% | -16.3% |
| YTD | +74.5% | +88.5% | -14.0% | +11.8% |
| 1Y | +159.4% | +62.1% | +97.4% | +83.6% |
| 3Y | +361.6% | +169.1% | +192.5% | +131.8% |
| 5Y | +425.2% | +141.9% | +283.4% | +180.8% |
| All | +3,549.0% | +650.8% | +2,898.2% | +925.0% |
Cumulative growth
Daily Returns
Daily percentage return beside NTAP.
Daily Out/Under-Performance
Portfolio return minus NTAP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NTAP 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 NTAP 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