+16,011.1%
STX vs LRCX
+29,144.0%
-13,132.9%
-88.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LRCX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | +5.1% | +1.2% | +3.7% |
| 7D | +2.4% | +1.9% | +0.4% | +1.4% |
| 30D | +1.4% | +0.1% | +1.3% | +1.6% |
| 3M | -8.2% | -8.5% | +0.3% | -4.0% |
| 6M | +127.0% | +38.1% | +89.0% | +93.1% |
| YTD | +209.1% | +80.1% | +129.1% | +131.6% |
| 1Y | +365.4% | +208.1% | +157.4% | +170.3% |
| 3Y | +1,135.4% | +350.2% | +785.2% | +467.3% |
| 5Y | +991.5% | +430.7% | +560.8% | +340.1% |
| 10Y | +3,695.8% | +3,633.2% | +62.6% | +392.6% |
| All | +16,011.1% | +29,144.0% | -13,132.9% | +676.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling