+57.3%
LLY vs STLA
-53.0%
+110.3%
-23.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +3.8% | -3.2% | +0.4% |
| 7D | +10.1% | -0.6% | +10.7% | +10.1% |
| 30D | +24.0% | +3.6% | +20.5% | +23.7% |
| 3M | +27.3% | -20.6% | +47.9% | +28.1% |
| 6M | +47.0% | -34.3% | +81.3% | +49.3% |
| YTD | +32.6% | -57.3% | +89.9% | +38.0% |
| 1Y | +57.3% | -52.6% | +110.0% | +62.1% |
| All | +57.3% | -53.0% | +110.3% | +62.1% |
Cumulative growth
Daily Returns
Daily percentage return beside STLA.
Daily Out/Under-Performance
Portfolio return minus STLA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STLA 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 1y: compounded portfolio wealth divided by compounded STLA 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…
1y analysis · Full analysis span regression · 6 months rolling