+10,899.6%
LHX vs STRL
+11,964.0%
-1,064.4%
-59.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.7% | -1.0% | -1.7% |
| 7D | +5.3% | +23.4% | -18.1% | +4.3% |
| 30D | +15.8% | -39.5% | +55.3% | +18.1% |
| 3M | -6.1% | -45.1% | +39.0% | -3.9% |
| 6M | -11.4% | -64.6% | +53.2% | -8.1% |
| YTD | -6.3% | -1.5% | -4.7% | -8.1% |
| 1Y | -8.0% | -20.8% | +12.8% | -8.9% |
| 3Y | +58.1% | +353.1% | -295.1% | +42.5% |
| 5Y | +36.3% | +942.9% | -906.5% | +17.4% |
| 10Y | +216.9% | +3,847.6% | -3,630.8% | +154.0% |
| All | +10,899.6% | +11,964.0% | -1,064.4% | +7,901.1% |
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 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