+2,006.3%
LLY vs STLA
+21.0%
+1,985.3%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -0.2% | +4.5% | +4.3% |
| 7D | +0.1% | -6.4% | +6.4% | +0.8% |
| 30D | +19.7% | -1.3% | +21.1% | +19.7% |
| 3M | +19.3% | -19.9% | +39.2% | +22.0% |
| 6M | +49.3% | -42.9% | +92.2% | +58.7% |
| YTD | +32.0% | -59.4% | +91.4% | +45.3% |
| 1Y | +53.7% | -56.8% | +110.5% | +67.5% |
| 3Y | +143.7% | -73.1% | +216.8% | +174.6% |
| 5Y | +463.9% | -70.1% | +534.0% | +513.6% |
| 10Y | +2,006.3% | +19.8% | +1,986.6% | +1,789.4% |
| All | +2,006.3% | +21.0% | +1,985.3% | +1,789.4% |
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