+208.1%
LRCX vs HBM
+123.0%
+85.1%
-41.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | -0.9% | +6.1% | +5.6% |
| 7D | +1.9% | -6.4% | +8.3% | +5.2% |
| 30D | +0.1% | +5.9% | -5.8% | -3.3% |
| 3M | -8.5% | -8.9% | +0.4% | -6.2% |
| 6M | +38.1% | +10.7% | +27.4% | +28.0% |
| YTD | +80.1% | +38.3% | +41.8% | +52.0% |
| 1Y | +208.1% | +121.3% | +86.7% | +137.1% |
| All | +208.1% | +123.0% | +85.1% | +137.1% |
Cumulative growth
Daily Returns
Daily percentage return beside HBM.
Daily Out/Under-Performance
Portfolio return minus HBM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HBM 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 1y: compounded portfolio wealth divided by compounded HBM 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…
1y analysis · Full analysis span regression · 6 months rolling