+5,097.7%
LLY vs STLA
+263.8%
+4,833.9%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +1.3% | -2.2% | -1.0% |
| 7D | -2.1% | +2.6% | -4.7% | -2.4% |
| 30D | -1.6% | -1.2% | -0.4% | -1.5% |
| 3M | +2.3% | -24.8% | +27.1% | +4.8% |
| 6M | +14.9% | -25.6% | +40.5% | +17.6% |
| YTD | +7.5% | -48.9% | +56.4% | +13.6% |
| 1Y | +55.7% | -38.8% | +94.5% | +60.9% |
| 3Y | +110.6% | -64.5% | +175.1% | +125.6% |
| 5Y | +363.4% | -62.4% | +425.9% | +386.6% |
| 10Y | +1,649.0% | +55.4% | +1,593.6% | +1,496.2% |
| All | +5,097.7% | +263.8% | +4,833.9% | +4,412.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling