+361.3%
LRCX vs HIG
+101.8%
+259.5%
-47.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | +0.2% | -5.8% | -5.6% |
| 7D | +1.8% | -2.3% | +4.1% | +1.6% |
| 30D | -4.3% | -1.2% | -3.1% | -4.4% |
| 3M | -7.3% | +6.3% | -13.6% | -7.7% |
| 6M | +38.6% | +0.6% | +38.0% | +38.9% |
| YTD | +74.4% | +0.6% | +73.8% | +74.8% |
| 1Y | +179.1% | +6.1% | +173.0% | +176.4% |
| All | +361.3% | +101.8% | +259.5% | +295.2% |
Cumulative growth
Daily Returns
Daily percentage return beside HIG.
Daily Out/Under-Performance
Portfolio return minus HIG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HIG 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 HIG 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