+547.3%
LRCX vs NVDL
+2,480.8%
-1,933.4%
-47.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVDL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | -4.7% | -0.9% | -4.2% |
| 7D | +1.8% | -8.7% | +10.5% | +4.7% |
| 30D | -4.3% | -1.3% | -3.0% | -4.5% |
| 3M | -7.3% | +11.4% | -18.7% | -10.9% |
| 6M | +38.6% | +22.9% | +15.7% | +27.3% |
| YTD | +74.4% | +15.4% | +59.0% | +62.2% |
| 1Y | +179.1% | +18.8% | +160.4% | +154.4% |
| 3Y | +357.7% | +641.4% | -283.7% | +105.3% |
| All | +547.3% | +2,480.8% | -1,933.4% | +83.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling