+361.6%
LRCX vs NVDL
+625.2%
-263.6%
-47.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NVDL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.2% | +0.2% | +0.1% |
| 7D | -3.1% | -10.3% | +7.3% | +0.3% |
| 30D | -8.6% | -7.1% | -1.4% | -6.9% |
| 3M | -17.7% | +6.6% | -24.3% | -20.0% |
| 6M | +36.4% | +21.1% | +15.3% | +25.7% |
| YTD | +74.5% | +15.2% | +59.3% | +62.2% |
| 1Y | +159.4% | +18.8% | +140.7% | +136.1% |
| 3Y | +361.6% | +649.9% | -288.3% | +111.0% |
| All | +361.6% | +625.2% | -263.6% | +111.0% |
Cumulative growth
Daily Returns
Daily percentage return beside NVDL.
Daily Out/Under-Performance
Portfolio return minus NVDL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NVDL 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 NVDL 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