+3,343.4%
STX vs LRCX
+3,687.9%
-344.5%
-57.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LRCX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | +0.1% | -3.8% | -3.8% |
| 7D | -2.3% | -3.1% | +0.8% | -0.7% |
| 30D | -5.5% | -8.6% | +3.1% | -0.8% |
| 3M | -4.3% | -17.7% | +13.4% | +5.6% |
| 6M | +115.6% | +36.4% | +79.3% | +85.9% |
| YTD | +202.2% | +74.5% | +127.6% | +133.0% |
| 1Y | +325.3% | +159.4% | +165.8% | +176.0% |
| 3Y | +1,283.9% | +361.6% | +922.3% | +562.5% |
| 5Y | +1,048.3% | +425.2% | +623.1% | +396.7% |
| All | +3,343.4% | +3,687.9% | -344.5% | +431.6% |
Cumulative growth
Daily Returns
Daily percentage return beside LRCX.
Daily Out/Under-Performance
Portfolio return minus LRCX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LRCX 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 10y: compounded portfolio wealth divided by compounded LRCX 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…
10y analysis · Full analysis span regression · 6 months rolling