+56.9%
LHX vs STRL
+341.0%
-284.1%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -3.1% | +3.2% | +0.3% |
| 7D | +4.8% | +15.7% | -10.9% | +4.3% |
| 30D | +14.7% | -35.5% | +50.1% | +15.8% |
| 3M | -5.1% | -47.1% | +42.0% | -3.8% |
| 6M | -9.9% | -65.8% | +55.9% | -7.3% |
| YTD | -6.1% | -4.5% | -1.6% | -11.4% |
| 1Y | -4.0% | -10.5% | +6.5% | -9.1% |
| 3Y | +56.9% | +340.6% | -283.7% | +26.1% |
| All | +56.9% | +341.0% | -284.1% | +26.1% |
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