+281,108.8%
LRCX vs NTRS
+7,800.3%
+273,308.5%
-87.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.1% | -1.0% | -0.5% |
| 7D | -3.1% | +1.4% | -4.4% | -3.9% |
| 30D | -8.6% | -0.7% | -7.9% | -8.3% |
| 3M | -17.7% | +11.3% | -29.0% | -22.4% |
| 6M | +36.4% | +35.5% | +0.8% | +15.4% |
| YTD | +74.5% | +40.6% | +34.0% | +44.7% |
| 1Y | +159.4% | +49.2% | +110.2% | +108.3% |
| 3Y | +361.6% | +167.2% | +194.4% | +166.6% |
| 5Y | +425.2% | +94.9% | +330.3% | +253.0% |
| 10Y | +3,645.0% | +259.5% | +3,385.5% | +1,686.1% |
| All | +281,108.8% | +7,800.3% | +273,308.5% | +26,438.5% |
Cumulative growth
Daily Returns
Daily percentage return beside NTRS.
Daily Out/Under-Performance
Portfolio return minus NTRS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NTRS 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 NTRS 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