+1,668.9%
LRCX vs NTR
+97.9%
+1,570.9%
-56.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.4% | +0.4% | +0.2% |
| 7D | -3.1% | -1.3% | -1.8% | -2.5% |
| 30D | -8.6% | +16.8% | -25.3% | -14.2% |
| 3M | -17.7% | +20.7% | -38.4% | -24.3% |
| 6M | +36.4% | +0.5% | +35.8% | +33.4% |
| YTD | +74.5% | +29.2% | +45.4% | +51.7% |
| 1Y | +159.4% | +39.6% | +119.9% | +115.6% |
| 3Y | +361.6% | +37.9% | +323.7% | +273.8% |
| 5Y | +425.2% | +47.1% | +378.2% | +264.2% |
| All | +1,668.9% | +97.9% | +1,570.9% | +805.5% |
Cumulative growth
Daily Returns
Daily percentage return beside NTR.
Daily Out/Under-Performance
Portfolio return minus NTR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NTR 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 NTR 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