+2,080.1%
LLY vs STRL
+3,697.3%
-1,617.2%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -3.1% | +4.3% | +1.5% |
| 7D | +6.7% | +15.7% | -8.9% | +5.5% |
| 30D | +19.6% | -35.5% | +55.0% | +22.8% |
| 3M | +19.7% | -47.1% | +66.9% | +24.4% |
| 6M | +42.7% | -65.8% | +108.5% | +52.4% |
| YTD | +35.1% | -4.5% | +39.7% | +28.3% |
| 1Y | +42.2% | -10.5% | +52.7% | +35.6% |
| 3Y | +140.8% | +340.6% | -199.8% | +83.5% |
| 5Y | +480.6% | +911.0% | -430.5% | +298.2% |
| All | +2,080.1% | +3,697.3% | -1,617.2% | +1,247.2% |
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