+222,561.2%
LRCX vs HST
+1,587.7%
+220,973.5%
-87.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.1% | -0.6% | +6.6% | +6.3% |
| 7D | +6.5% | -1.3% | +7.8% | +7.4% |
| 30D | -23.8% | +13.4% | -37.2% | -27.1% |
| 3M | -24.2% | +16.7% | -40.9% | -28.4% |
| 6M | -20.2% | +24.0% | -44.2% | -26.6% |
| YTD | +38.2% | +54.0% | -15.8% | +17.3% |
| 1Y | +48.9% | +55.0% | -6.2% | +25.9% |
| 3Y | +252.8% | +89.3% | +163.5% | +177.6% |
| 5Y | +304.3% | +85.4% | +218.9% | +218.6% |
| 10Y | +2,664.2% | +137.1% | +2,527.1% | +1,785.9% |
| All | +222,561.2% | +1,587.7% | +220,973.5% | +63,409.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling