+1,612.0%
LLY vs STRL
+7,064.8%
-5,452.8%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +5.8% | -6.6% | -1.3% |
| 7D | -2.1% | +3.4% | -5.5% | -2.4% |
| 30D | -1.6% | -9.2% | +7.6% | -1.0% |
| 3M | +2.3% | -51.0% | +53.3% | +7.8% |
| 6M | +14.9% | +15.8% | -0.9% | +9.6% |
| YTD | +7.5% | +58.9% | -51.4% | -1.1% |
| 1Y | +55.7% | +68.5% | -12.8% | +41.1% |
| 3Y | +110.6% | +485.2% | -374.6% | +58.8% |
| 5Y | +363.4% | +2,005.1% | -1,641.7% | +199.1% |
| All | +1,612.0% | +7,064.8% | -5,452.8% | +807.3% |
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