+3,546.5%
LRCX vs STLA
+51.6%
+3,494.8%
-56.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | -0.2% | -5.5% | -5.6% |
| 7D | +1.8% | -3.8% | +5.7% | +3.6% |
| 30D | -4.3% | -3.1% | -1.2% | -3.7% |
| 3M | -7.3% | -19.6% | +12.3% | +1.1% |
| 6M | +38.6% | -23.5% | +62.0% | +54.2% |
| YTD | +74.4% | -51.5% | +125.9% | +130.5% |
| 1Y | +179.1% | -39.7% | +218.8% | +227.3% |
| 3Y | +357.7% | -66.3% | +424.0% | +571.9% |
| 5Y | +424.9% | -63.1% | +488.0% | +618.4% |
| All | +3,546.5% | +51.6% | +3,494.8% | +3,191.4% |
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