+286.2%
LRCX vs HST
+82.0%
+204.2%
-57.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +2.6% | -2.1% | -1.2% |
| 7D | -3.6% | +0.6% | -4.2% | -3.4% |
| 30D | -30.3% | +14.5% | -44.7% | -35.8% |
| 3M | -27.3% | +15.4% | -42.8% | -33.6% |
| 6M | -24.2% | +22.0% | -46.2% | -34.0% |
| YTD | +30.3% | +54.9% | -24.6% | -3.1% |
| 1Y | +34.3% | +54.0% | -19.7% | +0.1% |
| 3Y | +232.6% | +90.4% | +142.2% | +111.8% |
| 5Y | +286.2% | +84.2% | +202.0% | +144.8% |
| All | +286.2% | +82.0% | +204.2% | +144.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling