+208.1%
LRCX vs HYG
+4.1%
+203.9%
-41.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | -0.1% | +5.2% | +5.7% |
| 7D | +1.9% | -0.2% | +2.1% | +3.6% |
| 30D | +0.1% | +0.1% | 0.0% | -0.7% |
| 3M | -8.5% | +0.7% | -9.1% | -12.3% |
| 6M | +38.1% | +1.5% | +36.6% | +29.0% |
| YTD | +80.1% | +2.2% | +77.9% | +59.8% |
| 1Y | +208.1% | +3.9% | +204.2% | +143.7% |
| All | +208.1% | +4.1% | +203.9% | +143.7% |
Cumulative growth
Daily Returns
Daily percentage return beside HYG.
Daily Out/Under-Performance
Portfolio return minus HYG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HYG 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 1y: compounded portfolio wealth divided by compounded HYG 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…
1y analysis · Full analysis span regression · 6 months rolling