+2,520.1%
LRCX vs STRL
+3,697.3%
-1,177.2%
-57.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -3.1% | -0.3% | -2.2% |
| 7D | +12.7% | +15.7% | -2.9% | +6.9% |
| 30D | -21.3% | -35.5% | +14.2% | -8.1% |
| 3M | -32.9% | -47.1% | +14.2% | -16.3% |
| 6M | -23.4% | -65.8% | +42.4% | +10.7% |
| YTD | +32.4% | -4.5% | +36.9% | +30.3% |
| 1Y | +48.0% | -10.5% | +58.5% | +48.5% |
| 3Y | +243.9% | +340.6% | -96.7% | +95.4% |
| 5Y | +280.6% | +911.0% | -630.4% | +58.7% |
| All | +2,520.1% | +3,697.3% | -1,177.2% | +631.6% |
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