+2,043.2%
LLY vs STLA
+18.3%
+2,024.9%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.2% | -0.6% | -0.8% |
| 7D | -4.5% | -4.5% | 0.0% | -4.0% |
| 30D | +13.9% | -3.9% | +17.8% | +14.3% |
| 3M | +13.8% | -20.2% | +33.9% | +16.4% |
| 6M | +37.6% | -42.2% | +79.8% | +46.0% |
| YTD | +26.6% | -59.3% | +85.9% | +39.2% |
| 1Y | +45.3% | -56.1% | +101.4% | +57.9% |
| 3Y | +132.2% | -73.7% | +205.9% | +162.2% |
| 5Y | +434.7% | -70.3% | +505.0% | +482.2% |
| All | +2,043.2% | +18.3% | +2,024.9% | +1,917.0% |
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