+304.3%
LRCX vs STRL
+975.2%
-670.9%
-57.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.1% | +4.9% | +1.1% | +4.0% |
| 7D | +6.5% | +7.1% | -0.6% | +4.0% |
| 30D | -23.8% | -39.4% | +15.6% | -6.9% |
| 3M | -24.2% | -43.0% | +18.8% | -5.5% |
| 6M | -20.2% | -65.0% | +44.8% | +19.9% |
| YTD | +38.2% | -0.8% | +39.0% | +31.7% |
| 1Y | +48.9% | -20.3% | +69.2% | +53.4% |
| 3Y | +252.8% | +356.5% | -103.7% | +70.4% |
| 5Y | +304.3% | +952.8% | -648.5% | +3.0% |
| All | +304.3% | +975.2% | -670.9% | +3.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling