+208.1%
LRCX vs STLA
-38.0%
+246.1%
-41.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | +1.3% | +3.8% | +4.9% |
| 7D | +1.9% | +2.6% | -0.7% | +1.4% |
| 30D | +0.1% | -1.2% | +1.3% | +0.3% |
| 3M | -8.5% | -24.8% | +16.3% | -2.0% |
| 6M | +38.1% | -25.6% | +63.6% | +47.5% |
| YTD | +80.1% | -48.9% | +129.0% | +104.0% |
| 1Y | +208.1% | -38.8% | +246.8% | +213.3% |
| All | +208.1% | -38.0% | +246.1% | +213.3% |
Cumulative growth
Daily Returns
Daily percentage return beside STLA.
Daily Out/Under-Performance
Portfolio return minus STLA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STLA 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 STLA 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