+473.4%
LLY vs STLA
-74.2%
+547.5%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -6.1% | +5.4% | -0.2% |
| 7D | +4.6% | -13.1% | +17.6% | +5.7% |
| 30D | +22.4% | -13.3% | +35.6% | +23.6% |
| 3M | +17.1% | -27.9% | +45.0% | +19.8% |
| 6M | +44.6% | -47.8% | +92.5% | +51.4% |
| YTD | +33.5% | -64.6% | +98.0% | +43.4% |
| 1Y | +41.1% | -64.0% | +105.1% | +51.3% |
| 3Y | +143.8% | -76.8% | +220.6% | +161.1% |
| 5Y | +473.4% | -74.2% | +547.5% | +494.8% |
| All | +473.4% | -74.2% | +547.5% | +494.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling