+159.4%
LRCX vs NWSA
+3.0%
+156.5%
-41.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.2% | -0.1% | +0.2% |
| 7D | -3.1% | -2.8% | -0.3% | -4.5% |
| 30D | -8.6% | +3.0% | -11.6% | -7.0% |
| 3M | -17.7% | +12.3% | -30.0% | -11.2% |
| 6M | +36.4% | +21.9% | +14.5% | +47.3% |
| YTD | +74.5% | +13.6% | +61.0% | +91.0% |
| 1Y | +159.4% | +0.5% | +159.0% | +184.8% |
| All | +159.4% | +3.0% | +156.5% | +184.8% |
Cumulative growth
Daily Returns
Daily percentage return beside NWSA.
Daily Out/Under-Performance
Portfolio return minus NWSA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NWSA 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 NWSA 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