+361.3%
LRCX vs NWSA
+43.0%
+318.3%
-47.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | -0.8% | -4.9% | -5.4% |
| 7D | +1.8% | -4.8% | +6.6% | +3.2% |
| 30D | -4.3% | +3.0% | -7.3% | -5.2% |
| 3M | -7.3% | +9.3% | -16.6% | -11.1% |
| 6M | +38.6% | +23.2% | +15.4% | +23.3% |
| YTD | +74.4% | +13.3% | +61.1% | +62.4% |
| 1Y | +179.1% | +2.9% | +176.2% | +177.0% |
| All | +361.3% | +43.0% | +318.3% | +274.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling