+159.4%
LRCX vs NVTS
+105.1%
+54.3%
-41.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NVTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +4.3% | -4.2% | -0.9% |
| 7D | -3.1% | -1.4% | -1.6% | -2.7% |
| 30D | -8.6% | -16.5% | +8.0% | -4.7% |
| 3M | -17.7% | -47.6% | +30.0% | -7.0% |
| 6M | +36.4% | +7.3% | +29.1% | +31.2% |
| YTD | +74.5% | +62.9% | +11.7% | +53.1% |
| 1Y | +159.4% | +91.3% | +68.2% | +107.5% |
| All | +159.4% | +105.1% | +54.3% | +107.5% |
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