+212.5%
LHX vs STRL
+3,697.3%
-3,484.8%
-38.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -3.1% | +3.2% | +0.5% |
| 7D | +4.8% | +15.7% | -10.9% | +3.2% |
| 30D | +14.7% | -35.5% | +50.1% | +19.1% |
| 3M | -5.1% | -47.1% | +42.0% | +0.2% |
| 6M | -9.9% | -65.8% | +55.9% | -1.6% |
| YTD | -6.1% | -4.5% | -1.6% | -12.8% |
| 1Y | -4.0% | -10.5% | +6.5% | -10.3% |
| 3Y | +56.9% | +340.6% | -283.7% | +9.1% |
| 5Y | +36.6% | +911.0% | -874.4% | -21.4% |
| All | +212.5% | +3,697.3% | -3,484.8% | +33.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling