+42.2%
LLY vs STRL
-22.7%
+64.8%
-23.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -3.1% | +4.3% | +1.3% |
| 7D | +6.7% | +15.7% | -8.9% | +6.8% |
| 30D | +19.6% | -35.5% | +55.0% | +18.8% |
| 3M | +19.7% | -47.1% | +66.9% | +18.9% |
| 6M | +42.7% | -65.8% | +108.5% | +43.3% |
| YTD | +35.1% | -4.5% | +39.7% | +30.7% |
| 1Y | +42.2% | -10.5% | +52.7% | +37.6% |
| All | +42.2% | -22.7% | +64.8% | +37.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling