+159.4%
LRCX vs NTAP
+63.1%
+96.3%
-41.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NTAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +8.5% | -8.5% | -2.5% |
| 7D | -3.1% | +7.4% | -10.4% | -5.2% |
| 30D | -8.6% | -1.4% | -7.2% | -8.2% |
| 3M | -17.7% | +24.6% | -42.2% | -22.8% |
| 6M | +36.4% | +105.9% | -69.5% | +4.9% |
| YTD | +74.5% | +88.5% | -14.0% | +41.7% |
| 1Y | +159.4% | +62.1% | +97.4% | +148.0% |
| All | +159.4% | +63.1% | +96.3% | +148.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling