+42.8%
LRCX vs NVTS
-9.1%
+51.9%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NVTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | +9.0% | -13.0% | -6.5% |
| 7D | -12.8% | -0.3% | -12.4% | -12.9% |
| 30D | -36.0% | -24.4% | -11.6% | -31.3% |
| 3M | -30.2% | -26.5% | -3.8% | -24.8% |
| 6M | -14.2% | -41.4% | +27.2% | -4.0% |
| YTD | +29.7% | +30.7% | -0.9% | +14.0% |
| 1Y | +42.8% | -10.8% | +53.6% | +34.0% |
| All | +42.8% | -9.1% | +51.9% | +34.0% |
Cumulative growth
Daily Returns
Daily percentage return beside NVTS.
Daily Out/Under-Performance
Portfolio return minus NVTS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NVTS 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 1y: compounded portfolio wealth divided by compounded NVTS 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…
1y analysis · Full analysis span regression · 6 months rolling