+455.4%
LRCX vs HAS
+12.9%
+442.5%
-56.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | -0.5% | +5.6% | +5.4% |
| 7D | +1.9% | -1.8% | +3.7% | +2.8% |
| 30D | +0.1% | +2.3% | -2.2% | -1.1% |
| 3M | -8.5% | +10.4% | -18.8% | -13.4% |
| 6M | +38.1% | -3.2% | +41.3% | +37.9% |
| YTD | +80.1% | +15.4% | +64.7% | +63.0% |
| 1Y | +208.1% | +18.8% | +189.3% | +174.5% |
| 3Y | +350.2% | +43.9% | +306.3% | +258.2% |
| All | +455.4% | +12.9% | +442.5% | +450.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling