+2,611.3%
LRCX vs HWM
+1,503.5%
+1,107.7%
-57.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HWM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.4% | -0.5% | -0.7% |
| 7D | +26.2% | +11.1% | +15.1% | +20.0% |
| 30D | -22.4% | +3.0% | -25.3% | -23.2% |
| 3M | -28.2% | -20.7% | -7.5% | -19.9% |
| 6M | -19.0% | -17.2% | -1.8% | -11.5% |
| YTD | +37.0% | +9.1% | +27.9% | +31.0% |
| 1Y | +45.5% | +9.0% | +36.5% | +39.2% |
| 3Y | +249.7% | +353.8% | -104.2% | +64.8% |
| 5Y | +293.9% | +608.0% | -314.2% | +52.2% |
| All | +2,611.3% | +1,503.5% | +1,107.7% | +607.4% |
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