Heat stress at the time of conception affects the subsequent milk production of primiparous Holstein cows; however, it is unknown whether these effects are maintained across multiple lactations. Therefore, the objective of the current study was to examine the relationship between periconceptional heat stress and measurements of milk production and composition in cows retained within a herd for multiple lactations. National Dairy Herd Improvement Association data was obtained from Dairy Records Management Systems. Records included milk production data and milk composition data from over 75,000 and 44,000 Holstein cows, respectively, born between 2000 and 2010 in Florida, Georgia, and Texas. Conception dates were calculated by subtracting 276 d from the recorded birth date. Records for cows conceived within the months of June, July, and August were retained as heat stress conceived (HSC) cows; cows conceived within the months of December, January, and February were retained as thermoneutral conceived (TNC) contemporaries. Adjusted 305-d mature equivalent milk, protein percent and fat percent were evaluated with a mixed model ANOVA using SAS. Milk production was significantly affected by periconceptional heat stress. When a significant difference or tendency for a difference was detected between the HSC and TNC cows, the TNC produced more milk in all but one comparison. The advantage in milk production for the TNC cows over the HSC cows ranged from 82 ± 42 to 399 ± 61 kg per lactation. Alterations in fat and protein percentage were variable and most often detected in first lactations (first > second or third). Overall, the most striking result of this study is the consistency of the relationship between HSC and milk production. The nature of this relationship suggests that heat stress at or around the time of conception impairs cow milk yield throughout her lifetime.