+23,141.7%
LRCX vs NTAP
+23,869.3%
-727.5%
-87.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +1.9% | +2.2% | +3.4% |
| 7D | +10.4% | +3.3% | +7.2% | +9.0% |
| 30D | +2.9% | -0.2% | +3.1% | +2.9% |
| 3M | -1.2% | +11.4% | -12.6% | -5.9% |
| 6M | +60.9% | +88.7% | -27.8% | +20.3% |
| YTD | +87.5% | +78.9% | +8.6% | +42.4% |
| 1Y | +206.6% | +58.8% | +147.8% | +145.5% |
| 3Y | +392.1% | +153.5% | +238.6% | +223.2% |
| 5Y | +478.4% | +136.7% | +341.7% | +296.2% |
| 10Y | +3,821.0% | +590.2% | +3,230.8% | +1,582.9% |
| All | +23,141.7% | +23,869.3% | -727.5% | +2,534.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling