+290,000.9%
LRCX vs HST
+1,330.6%
+288,670.2%
-87.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | +0.3% | +4.8% | +5.0% |
| 7D | +1.9% | -1.0% | +2.9% | +2.3% |
| 30D | +0.1% | -12.3% | +12.3% | +5.0% |
| 3M | -8.5% | -6.4% | -2.1% | -6.6% |
| 6M | +38.1% | +15.0% | +23.1% | +30.6% |
| YTD | +80.1% | +30.5% | +49.6% | +62.3% |
| 1Y | +208.1% | +35.7% | +172.4% | +173.1% |
| 3Y | +350.2% | +68.4% | +281.8% | +269.1% |
| 5Y | +430.7% | +73.1% | +357.5% | +329.0% |
| 10Y | +3,633.2% | +92.7% | +3,540.5% | +2,643.3% |
| All | +290,000.9% | +1,330.6% | +288,670.2% | +87,795.3% |
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