+45.5%
LRCX vs STRL
-22.3%
+67.8%
-57.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.7% | -0.1% | -0.5% |
| 7D | +26.2% | +23.4% | +2.8% | +14.7% |
| 30D | -22.4% | -39.5% | +17.2% | -3.9% |
| 3M | -28.2% | -45.1% | +16.8% | -8.0% |
| 6M | -19.0% | -64.6% | +45.5% | +23.1% |
| YTD | +37.0% | -1.5% | +38.5% | +25.4% |
| 1Y | +45.5% | -20.8% | +66.3% | +43.7% |
| All | +45.5% | -22.3% | +67.8% | +43.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling