+392.1%
LRCX vs HWM
+385.3%
+6.8%
-47.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HWM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -10.7% | +14.9% | +10.1% |
| 7D | +10.4% | -9.2% | +19.6% | +15.5% |
| 30D | +2.9% | -17.9% | +20.8% | +13.7% |
| 3M | -1.2% | -6.0% | +4.9% | +1.2% |
| 6M | +60.9% | -7.4% | +68.2% | +65.4% |
| YTD | +87.5% | +13.1% | +74.4% | +73.3% |
| 1Y | +206.6% | +29.3% | +177.3% | +164.9% |
| 3Y | +392.1% | +389.9% | +2.2% | +138.7% |
| All | +392.1% | +385.3% | +6.8% | +138.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling