+388.9%
LRCX vs STRL
+526.3%
-137.4%
-47.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.4% | 0.0% | -0.9% |
| 7D | +9.5% | +8.2% | +1.3% | +6.2% |
| 30D | +3.1% | -6.3% | +9.4% | +5.8% |
| 3M | -3.4% | -41.2% | +37.8% | +18.3% |
| 6M | +49.7% | +20.4% | +29.3% | +34.0% |
| YTD | +84.9% | +61.7% | +23.2% | +48.0% |
| 1Y | +200.8% | +72.7% | +128.1% | +133.8% |
| All | +388.9% | +526.3% | -137.4% | +144.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling