+3,440.9%
LRCX vs HWM
+1,301.3%
+2,139.6%
-56.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HWM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | -2.0% | -3.6% | -4.6% |
| 7D | +1.8% | -12.5% | +14.3% | +8.1% |
| 30D | -4.3% | -19.0% | +14.7% | +5.2% |
| 3M | -7.3% | -8.6% | +1.3% | -3.8% |
| 6M | +38.6% | -10.2% | +48.7% | +44.8% |
| YTD | +74.4% | +11.3% | +63.1% | +64.5% |
| 1Y | +179.1% | +24.3% | +154.9% | +150.0% |
| 3Y | +357.7% | +382.3% | -24.6% | +109.7% |
| 5Y | +424.9% | +640.6% | -215.8% | +99.0% |
| All | +3,440.9% | +1,301.3% | +2,139.6% | +843.7% |
Cumulative growth
Daily Returns
Daily percentage return beside HWM.
Daily Out/Under-Performance
Portfolio return minus HWM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HWM 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 HWM 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