+248.9%
LRCX vs HAS
+204.3%
+44.7%
-57.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.4% | +1.7% | +8.7% | +9.8% |
| 7D | -2.7% | +2.2% | -4.9% | -3.4% |
| 30D | -30.6% | +29.6% | -60.2% | -37.0% |
| 3M | -28.8% | +30.3% | -59.1% | -35.7% |
| 6M | -24.6% | +25.6% | -50.2% | -31.6% |
| YTD | +29.7% | +50.8% | -21.2% | +7.0% |
| 1Y | +39.5% | +63.0% | -23.5% | +10.9% |
| 3Y | +248.9% | +211.6% | +37.4% | +118.6% |
| All | +248.9% | +204.3% | +44.7% | +118.6% |
Cumulative growth
Daily Returns
Daily percentage return beside HAS.
Daily Out/Under-Performance
Portfolio return minus HAS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HAS 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 HAS 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