+361.6%
LRCX vs NTAP
+165.5%
+196.1%
-47.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NTAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +8.5% | -8.5% | -4.3% |
| 7D | -3.1% | +7.4% | -10.4% | -6.7% |
| 30D | -8.6% | -1.4% | -7.2% | -8.1% |
| 3M | -17.7% | +24.6% | -42.2% | -27.0% |
| 6M | +36.4% | +105.9% | -69.5% | -12.7% |
| YTD | +74.5% | +88.5% | -14.0% | +16.9% |
| 1Y | +159.4% | +62.1% | +97.4% | +93.1% |
| 3Y | +361.6% | +169.1% | +192.5% | +167.6% |
| All | +361.6% | +165.5% | +196.1% | +167.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling