+2,006.3%
LLY vs STRL
+4,310.8%
-2,304.4%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +15.0% | -10.7% | +3.2% |
| 7D | +0.1% | -13.3% | +13.4% | +0.7% |
| 30D | +19.7% | -43.3% | +63.1% | +24.2% |
| 3M | +19.3% | -46.9% | +66.1% | +23.9% |
| 6M | +49.3% | -65.6% | +114.9% | +59.4% |
| YTD | +32.0% | -5.1% | +37.1% | +25.4% |
| 1Y | +53.7% | -23.1% | +76.8% | +48.7% |
| 3Y | +143.7% | +346.8% | -203.1% | +85.6% |
| 5Y | +463.9% | +907.2% | -443.3% | +287.5% |
| 10Y | +2,006.3% | +3,988.2% | -1,981.8% | +1,200.6% |
| All | +2,006.3% | +4,310.8% | -2,304.4% | +1,200.6% |
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