+454.2%
LRCX vs NVTS
-16.8%
+471.0%
-56.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NVTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +4.3% | -4.2% | -0.6% |
| 7D | -3.1% | -1.4% | -1.6% | -2.8% |
| 30D | -8.6% | -16.5% | +8.0% | -6.0% |
| 3M | -17.7% | -47.6% | +30.0% | -9.7% |
| 6M | +36.4% | +7.3% | +29.1% | +31.6% |
| YTD | +74.5% | +62.9% | +11.7% | +56.8% |
| 1Y | +159.4% | +91.3% | +68.2% | +122.8% |
| 3Y | +361.6% | +43.4% | +318.2% | +283.1% |
| All | +454.2% | -16.8% | +471.0% | +332.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling