+10,276.9%
LHX vs STRL
+19,359.6%
-9,082.7%
-59.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +5.8% | -7.5% | -2.0% |
| 7D | -2.0% | +3.4% | -5.4% | -2.1% |
| 30D | -9.9% | -9.2% | -0.7% | -9.6% |
| 3M | -16.5% | -51.0% | +34.6% | -14.2% |
| 6M | -29.6% | +15.8% | -45.4% | -31.1% |
| YTD | -11.6% | +58.9% | -70.4% | -14.8% |
| 1Y | -4.1% | +68.5% | -72.6% | -8.1% |
| 3Y | +53.3% | +485.2% | -432.0% | +36.9% |
| 5Y | +22.3% | +2,005.1% | -1,982.8% | +2.4% |
| 10Y | +231.9% | +7,118.0% | -6,886.1% | +160.0% |
| All | +10,276.9% | +19,359.6% | -9,082.7% | +7,316.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling