+361.6%
LRCX vs HL
+391.6%
-30.0%
-47.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.2% | +1.3% | +0.4% |
| 7D | -3.1% | -4.4% | +1.3% | -2.0% |
| 30D | -8.6% | +9.3% | -17.9% | -11.1% |
| 3M | -17.7% | +32.0% | -49.7% | -23.8% |
| 6M | +36.4% | -6.4% | +42.8% | +35.5% |
| YTD | +74.5% | +3.1% | +71.4% | +67.6% |
| 1Y | +159.4% | +77.6% | +81.9% | +121.9% |
| 3Y | +361.6% | +392.8% | -31.2% | +230.8% |
| All | +361.6% | +391.6% | -30.0% | +230.8% |
Cumulative growth
Daily Returns
Daily percentage return beside HL.
Daily Out/Under-Performance
Portfolio return minus HL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HL 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 HL 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