+49.7%
LRCX vs PNR
-36.1%
+85.8%
-41.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | PNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.9% | +0.4% | -0.8% |
| 7D | +9.5% | -3.9% | +13.4% | +10.9% |
| 30D | +3.1% | -13.8% | +16.9% | +8.3% |
| 3M | -3.4% | -22.5% | +19.1% | +6.8% |
| 6M | +49.7% | -37.2% | +86.8% | +97.6% |
| All | +49.7% | -36.1% | +85.8% | +97.6% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling