+225.8%
LHX vs STRL
+6,846.4%
-6,620.7%
-38.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -2.1% | +1.3% | -0.6% |
| 7D | -4.8% | +5.4% | -10.2% | -5.3% |
| 30D | -12.7% | -9.0% | -3.8% | -12.0% |
| 3M | -17.6% | -37.1% | +19.4% | -14.5% |
| 6M | -30.7% | +17.8% | -48.5% | -35.4% |
| YTD | -14.3% | +58.3% | -72.7% | -23.6% |
| 1Y | -8.4% | +61.0% | -69.4% | -19.2% |
| 3Y | +56.7% | +517.8% | -461.2% | +7.6% |
| 5Y | +18.5% | +2,119.0% | -2,100.6% | -37.3% |
| All | +225.8% | +6,846.4% | -6,620.7% | +35.4% |
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