+2,705.7%
LRCX vs HWM
+1,278.2%
+1,427.5%
-57.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HWM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.1% | +2.3% | +3.8% | +4.9% |
| 7D | +6.5% | +5.0% | +1.6% | +4.7% |
| 30D | -23.8% | +1.5% | -25.3% | -24.1% |
| 3M | -24.2% | -20.3% | -3.8% | -15.6% |
| 6M | -20.2% | -18.0% | -2.2% | -12.3% |
| YTD | +38.2% | +9.5% | +28.7% | +32.0% |
| 1Y | +48.9% | +7.5% | +41.4% | +43.5% |
| 3Y | +252.8% | +355.7% | -102.8% | +67.0% |
| 5Y | +304.3% | +610.2% | -305.9% | +57.2% |
| 10Y | +2,664.2% | +1,516.8% | +1,147.5% | +645.9% |
| All | +2,705.7% | +1,278.2% | +1,427.5% | +656.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling