+2,611.3%
LRCX vs HST
+133.9%
+2,477.4%
-57.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.0% | +0.1% | -0.4% |
| 7D | +26.2% | +3.6% | +22.6% | +24.0% |
| 30D | -22.4% | +9.9% | -32.3% | -25.8% |
| 3M | -28.2% | +12.9% | -41.2% | -32.5% |
| 6M | -19.0% | +22.9% | -41.9% | -27.6% |
| YTD | +37.0% | +52.4% | -15.4% | +9.5% |
| 1Y | +45.5% | +52.5% | -7.0% | +16.1% |
| 3Y | +249.7% | +87.4% | +162.2% | +150.1% |
| 5Y | +293.9% | +82.9% | +210.9% | +181.5% |
| All | +2,611.3% | +133.9% | +2,477.4% | +1,692.2% |
Cumulative growth
Daily Returns
Daily percentage return beside HST.
Daily Out/Under-Performance
Portfolio return minus HST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HST 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 HST 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