+2,050.0%
LLY vs STRL
+4,073.8%
-2,023.8%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +4.9% | -4.6% | 0.0% |
| 7D | +1.4% | +7.1% | -5.8% | +0.7% |
| 30D | +21.5% | -39.4% | +60.9% | +25.4% |
| 3M | +18.5% | -43.0% | +61.4% | +22.4% |
| 6M | +49.1% | -65.0% | +114.1% | +59.0% |
| YTD | +34.4% | -0.8% | +35.2% | +27.2% |
| 1Y | +46.3% | -20.3% | +66.6% | +41.2% |
| 3Y | +145.5% | +356.5% | -211.0% | +86.7% |
| 5Y | +472.7% | +952.8% | -480.2% | +291.8% |
| 10Y | +2,050.0% | +3,877.1% | -1,827.1% | +1,225.1% |
| All | +2,050.0% | +4,073.8% | -2,023.8% | +1,225.1% |
Cumulative growth
Daily Returns
Daily percentage return beside STRL.
Daily Out/Under-Performance
Portfolio return minus STRL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STRL 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 STRL 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