+2,024.1%
LLY vs STLA
+12.4%
+2,011.8%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -3.6% | +5.1% | +1.9% |
| 7D | +1.6% | -4.9% | +6.5% | +2.2% |
| 30D | +21.5% | -4.9% | +26.4% | +22.0% |
| 3M | +16.4% | -23.7% | +40.1% | +19.8% |
| 6M | +51.5% | -45.0% | +96.5% | +61.7% |
| YTD | +33.9% | -60.9% | +94.8% | +48.1% |
| 1Y | +49.1% | -58.9% | +108.0% | +63.5% |
| 3Y | +144.6% | -74.4% | +219.1% | +177.5% |
| 5Y | +466.3% | -71.5% | +537.9% | +520.4% |
| 10Y | +2,024.1% | +5.3% | +2,018.9% | +1,832.0% |
| All | +2,024.1% | +12.4% | +2,011.8% | +1,832.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling