+57.1%
LHX vs STRL
+526.3%
-469.2%
-33.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -1.4% | -0.7% | -2.0% |
| 7D | -3.7% | +8.2% | -11.9% | -3.9% |
| 30D | -13.2% | -6.3% | -6.8% | -13.1% |
| 3M | -18.4% | -41.2% | +22.8% | -17.0% |
| 6M | -32.0% | +20.4% | -52.3% | -34.5% |
| YTD | -13.6% | +61.7% | -75.3% | -18.7% |
| 1Y | -6.0% | +72.7% | -78.7% | -12.1% |
| All | +57.1% | +526.3% | -469.2% | +37.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling