+1,545.2%
LLY vs STLA
+48.0%
+1,497.2%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -3.1% | +0.8% | -1.8% |
| 7D | -3.1% | +0.7% | -3.9% | -3.2% |
| 30D | -5.1% | -2.4% | -2.7% | -4.9% |
| 3M | -2.1% | -23.9% | +21.8% | +0.9% |
| 6M | +13.8% | -24.6% | +38.5% | +17.1% |
| YTD | +5.1% | -50.5% | +55.6% | +13.2% |
| 1Y | +53.1% | -39.8% | +93.0% | +59.8% |
| 3Y | +95.6% | -65.6% | +161.3% | +114.1% |
| 5Y | +361.5% | -62.1% | +423.6% | +388.0% |
| 10Y | +1,545.2% | +47.8% | +1,497.4% | +1,368.0% |
| All | +1,545.2% | +48.0% | +1,497.2% | +1,368.0% |
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