+3,549.0%
LRCX vs HBM
+619.2%
+2,929.9%
-56.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.5% | +0.6% | +0.2% |
| 7D | -3.1% | -3.3% | +0.2% | -2.0% |
| 30D | -8.6% | -4.8% | -3.7% | -7.4% |
| 3M | -17.7% | -0.4% | -17.3% | -17.8% |
| 6M | +36.4% | +17.9% | +18.5% | +29.2% |
| YTD | +74.5% | +33.7% | +40.8% | +58.3% |
| 1Y | +159.4% | +95.6% | +63.9% | +110.0% |
| 3Y | +361.6% | +458.1% | -96.5% | +168.6% |
| 5Y | +425.2% | +329.0% | +96.2% | +209.5% |
| All | +3,549.0% | +619.2% | +2,929.9% | +1,542.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling