+2,611.3%
LRCX vs STRL
+3,816.9%
-1,205.6%
-57.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.7% | -0.1% | -0.6% |
| 7D | +26.2% | +23.4% | +2.8% | +17.0% |
| 30D | -22.4% | -39.5% | +17.2% | -7.3% |
| 3M | -28.2% | -45.1% | +16.8% | -11.7% |
| 6M | -19.0% | -64.6% | +45.5% | +15.6% |
| YTD | +37.0% | -1.5% | +38.5% | +33.3% |
| 1Y | +45.5% | -20.8% | +66.3% | +51.4% |
| 3Y | +249.7% | +353.1% | -103.4% | +96.6% |
| 5Y | +293.9% | +942.9% | -649.0% | +62.3% |
| All | +2,611.3% | +3,816.9% | -1,205.6% | +648.3% |
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