+388.9%
LRCX vs STLA
-66.8%
+455.7%
-47.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.9% | +0.4% | -0.8% |
| 7D | +9.5% | +0.4% | +9.2% | +9.3% |
| 30D | +3.1% | -5.2% | +8.3% | +4.4% |
| 3M | -3.4% | -24.9% | +21.5% | +5.7% |
| 6M | +49.7% | -25.2% | +74.9% | +63.9% |
| YTD | +84.9% | -51.4% | +136.3% | +128.3% |
| 1Y | +200.8% | -40.7% | +241.5% | +237.9% |
| All | +388.9% | -66.8% | +455.7% | +558.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling