Skip to content
BMarker
TransactionsPerformanceSharingStocks & ETFsDemoPricingAPI Docs
Open app
Menu
TransactionsPerformanceSharingStocks & ETFsDemoPricingAPI Docs
Open app
  • LRCX vs STRL✓SelectedUSD · STRLLRCX vs STRL performance historyLatest closeAs of+5.12%09/04
Stock and ETF performance explorer

LRCX vs STRL

vs
1w1mo3mo6mo1y3y5y10yallcustom
Portfolio return
+181,213.0%
STRL return
+19,359.6%
Excess return
+161,853.4%
Maximum drawdown
-87.9%

Performance

Returns, benchmark comparison, and relative performance.

Performance by timeframe

Returns for all.

Portfolio and benchmark returns by period
PeriodPortfolioSTRLExcessAlpha
1D+5.1%+5.8%-0.6%+4.6%
7D+1.9%+3.4%-1.5%+1.6%
30D+0.1%-9.2%+9.3%+0.9%
3M-8.5%-51.0%+42.6%-2.7%
6M+38.1%+15.8%+22.3%+36.3%
YTD+80.1%+58.9%+21.2%+73.7%
1Y+208.1%+68.5%+139.5%+195.8%
3Y+350.2%+485.2%-135.0%+293.1%
5Y+430.7%+2,005.1%-1,574.4%+326.0%
10Y+3,633.2%+7,118.0%-3,484.7%+2,662.9%
All+181,213.0%+19,359.6%+161,853.4%+121,730.1%

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 all: 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…

all analysis · Full analysis span regression · 6 months rolling