+2,520.1%
LRCX vs STLA
-4.1%
+2,524.2%
-57.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -1.0% | -2.3% | -2.9% |
| 7D | +12.7% | -13.8% | +26.5% | +20.1% |
| 30D | -21.3% | -10.5% | -10.7% | -17.8% |
| 3M | -32.9% | -28.9% | -4.0% | -23.4% |
| 6M | -23.4% | -49.7% | +26.3% | +2.2% |
| YTD | +32.4% | -64.9% | +97.3% | +100.9% |
| 1Y | +48.0% | -64.0% | +112.1% | +120.8% |
| 3Y | +243.9% | -77.4% | +321.4% | +508.1% |
| 5Y | +280.6% | -74.4% | +355.0% | +511.4% |
| All | +2,520.1% | -4.1% | +2,524.2% | +2,428.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling