+460.5%
LRCX vs STRL
+2,102.6%
-1,642.1%
-56.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.4% | 0.0% | -0.9% |
| 7D | +9.5% | +8.2% | +1.3% | +6.1% |
| 30D | +3.1% | -6.3% | +9.4% | +5.8% |
| 3M | -3.4% | -41.2% | +37.8% | +19.0% |
| 6M | +49.7% | +20.4% | +29.3% | +32.8% |
| YTD | +84.9% | +61.7% | +23.2% | +45.9% |
| 1Y | +200.8% | +72.7% | +128.1% | +129.4% |
| 3Y | +385.1% | +530.9% | -145.9% | +106.8% |
| 5Y | +460.5% | +2,125.4% | -1,664.9% | +19.1% |
| All | +460.5% | +2,102.6% | -1,642.1% | +19.1% |
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