+361.6%
LRCX vs PNR
-14.5%
+376.0%
-47.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.3% | +0.3% | +0.2% |
| 7D | -3.1% | -6.0% | +3.0% | +0.6% |
| 30D | -8.6% | -14.0% | +5.4% | -0.2% |
| 3M | -17.7% | -21.7% | +4.0% | -6.3% |
| 6M | +36.4% | -37.3% | +73.6% | +81.7% |
| YTD | +74.5% | -45.1% | +119.7% | +154.0% |
| 1Y | +159.4% | -49.1% | +208.6% | +300.0% |
| 3Y | +361.6% | -14.8% | +376.4% | +421.9% |
| All | +361.6% | -14.5% | +376.0% | +421.9% |
Cumulative growth
Daily Returns
Daily percentage return beside PNR.
Daily Out/Under-Performance
Portfolio return minus PNR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PNR 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 PNR 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