+407.4%
LRCX vs NVDX
+772.1%
-364.7%
-47.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NVDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.3% | +0.4% | +0.2% |
| 7D | -3.1% | -10.2% | +7.1% | +0.2% |
| 30D | -8.6% | -7.3% | -1.2% | -6.9% |
| 3M | -17.7% | +5.5% | -23.2% | -19.6% |
| 6M | +36.4% | +18.3% | +18.1% | +26.8% |
| YTD | +74.5% | +11.4% | +63.1% | +64.1% |
| 1Y | +159.4% | +12.7% | +146.8% | +140.3% |
| All | +407.4% | +772.1% | -364.7% | +143.8% |
Cumulative growth
Daily Returns
Daily percentage return beside NVDX.
Daily Out/Under-Performance
Portfolio return minus NVDX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NVDX 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 NVDX 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