+144.6%
LLY vs STRL
+340.9%
-196.2%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.4% | +1.8% | +1.5% |
| 7D | +1.6% | -19.8% | +21.4% | +1.9% |
| 30D | +21.5% | -43.6% | +65.0% | +22.8% |
| 3M | +16.4% | -45.2% | +61.6% | +17.6% |
| 6M | +51.5% | -65.7% | +117.2% | +55.5% |
| YTD | +33.9% | -5.4% | +39.4% | +28.5% |
| 1Y | +49.1% | -24.7% | +73.8% | +44.7% |
| 3Y | +144.6% | +335.0% | -190.4% | +102.0% |
| All | +144.6% | +340.9% | -196.2% | +102.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling