+3,546.5%
LRCX vs STRL
+6,846.4%
-3,300.0%
-56.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | -2.1% | -3.6% | -4.9% |
| 7D | +1.8% | +5.4% | -3.6% | 0.0% |
| 30D | -4.3% | -9.0% | +4.7% | -1.0% |
| 3M | -7.3% | -37.1% | +29.7% | +9.0% |
| 6M | +38.6% | +17.8% | +20.7% | +26.8% |
| YTD | +74.4% | +58.3% | +16.1% | +44.8% |
| 1Y | +179.1% | +61.0% | +118.1% | +129.1% |
| 3Y | +357.7% | +517.8% | -160.1% | +131.5% |
| 5Y | +424.9% | +2,119.0% | -1,694.2% | +73.9% |
| All | +3,546.5% | +6,846.4% | -3,300.0% | +789.6% |
Cumulative growth
Daily Returns
Daily percentage return beside STRL.
Daily Out/Under-Performance
Portfolio return minus STRL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STRL 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 STRL 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