+392.1%
LRCX vs HAS
+45.6%
+346.5%
-47.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -2.4% | +6.6% | +5.0% |
| 7D | +10.4% | -3.1% | +13.5% | +11.6% |
| 30D | +2.9% | -2.7% | +5.6% | +3.8% |
| 3M | -1.2% | +8.9% | -10.1% | -5.0% |
| 6M | +60.9% | -2.9% | +63.8% | +60.1% |
| YTD | +87.5% | +12.6% | +74.9% | +74.2% |
| 1Y | +206.6% | +17.5% | +189.2% | +179.4% |
| 3Y | +392.1% | +46.2% | +345.9% | +286.2% |
| All | +392.1% | +45.6% | +346.5% | +286.2% |
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