+14,546.7%
NVDA vs LRCX
+3,687.9%
+10,858.8%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LRCX | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.1% | -0.1% | -0.1% |
| 7D | -5.1% | -3.1% | -2.1% | -3.4% |
| 30D | -2.5% | -8.6% | +6.1% | +2.8% |
| 3M | +6.7% | -17.7% | +24.3% | +14.3% |
| 6M | +17.6% | +36.4% | -18.7% | -15.6% |
| YTD | +17.3% | +74.5% | -57.2% | -32.0% |
| 1Y | +23.5% | +159.4% | -135.9% | -48.0% |
| 3Y | +384.6% | +361.6% | +23.0% | +27.6% |
| 5Y | +875.4% | +425.2% | +450.2% | +135.9% |
| All | +14,546.7% | +3,687.9% | +10,858.8% | +644.2% |
Cumulative growth
Daily Returns
Daily percentage return beside LRCX.
Daily Out/Under-Performance
Portfolio return minus LRCX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LRCX 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 10y: compounded portfolio wealth divided by compounded LRCX 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…
10y analysis · Full analysis span regression · 6 months rolling