-24.2%
LRCX vs STRL
-43.9%
+19.7%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3mo.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.1% | +4.9% | +1.1% | +3.2% |
| 7D | +6.5% | +7.1% | -0.6% | +2.4% |
| 30D | -23.8% | -39.4% | +15.6% | -3.3% |
| 3M | -24.2% | -43.0% | +18.8% | -0.4% |
| All | -24.2% | -43.9% | +19.7% | -0.4% |
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 3mo: 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…
3mo analysis · Full analysis span regression · Available span rolling