+3,549.0%
LRCX vs HLT
+590.2%
+2,958.8%
-56.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | 0.0% | +0.1% | +0.1% |
| 7D | -3.1% | -1.6% | -1.5% | -2.1% |
| 30D | -8.6% | -5.0% | -3.5% | -5.7% |
| 3M | -17.7% | -10.4% | -7.3% | -12.1% |
| 6M | +36.4% | +3.2% | +33.1% | +32.1% |
| YTD | +74.5% | +6.7% | +67.8% | +65.0% |
| 1Y | +159.4% | +10.3% | +149.2% | +137.9% |
| 3Y | +361.6% | +99.3% | +262.2% | +184.6% |
| 5Y | +425.2% | +143.7% | +281.6% | +181.5% |
| All | +3,549.0% | +590.2% | +2,958.8% | +979.0% |
Cumulative growth
Daily Returns
Daily percentage return beside HLT.
Daily Out/Under-Performance
Portfolio return minus HLT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HLT 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 HLT 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