+6,896.6%
LRCX vs HYG
+151.7%
+6,744.9%
-75.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | 0.0% | +0.1% | +0.1% |
| 7D | -3.1% | -0.7% | -2.4% | -1.9% |
| 30D | -8.6% | -0.7% | -7.8% | -7.4% |
| 3M | -17.7% | -0.2% | -17.5% | -17.2% |
| 6M | +36.4% | +1.4% | +34.9% | +34.7% |
| YTD | +74.5% | +1.5% | +73.1% | +72.8% |
| 1Y | +159.4% | +2.9% | +156.6% | +151.9% |
| 3Y | +361.6% | +25.6% | +335.9% | +235.2% |
| 5Y | +425.2% | +18.6% | +406.7% | +332.0% |
| 10Y | +3,645.0% | +55.7% | +3,589.3% | +2,237.0% |
| All | +6,896.6% | +151.7% | +6,744.9% | +2,551.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling