+3,549.0%
LRCX vs HST
+110.3%
+3,438.7%
-56.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.5% | -0.4% | -0.2% |
| 7D | -3.1% | +0.9% | -3.9% | -3.5% |
| 30D | -8.6% | -2.5% | -6.1% | -7.5% |
| 3M | -17.7% | -5.1% | -12.6% | -16.0% |
| 6M | +36.4% | +21.6% | +14.7% | +22.3% |
| YTD | +74.5% | +31.6% | +42.9% | +50.2% |
| 1Y | +159.4% | +36.1% | +123.3% | +118.6% |
| 3Y | +361.6% | +66.5% | +295.1% | +249.9% |
| 5Y | +425.2% | +76.6% | +348.7% | +284.9% |
| All | +3,549.0% | +110.3% | +3,438.7% | +2,279.5% |
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