+392.1%
LRCX vs HST
+68.6%
+323.5%
-47.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +0.1% | +4.1% | +4.1% |
| 7D | +10.4% | +2.0% | +8.4% | +8.9% |
| 30D | +2.9% | -5.2% | +8.2% | +6.6% |
| 3M | -1.2% | -6.2% | +5.1% | +1.9% |
| 6M | +60.9% | +20.4% | +40.4% | +38.4% |
| YTD | +87.5% | +30.6% | +56.9% | +52.0% |
| 1Y | +206.6% | +37.4% | +169.3% | +138.4% |
| 3Y | +392.1% | +66.1% | +326.0% | +230.8% |
| All | +392.1% | +68.6% | +323.5% | +230.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling