+110.2%
LLY vs STRL
+484.5%
-374.3%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +5.8% | -6.6% | -1.1% |
| 7D | -2.1% | +3.4% | -5.5% | -2.3% |
| 30D | -1.6% | -9.2% | +7.6% | -1.4% |
| 3M | +2.3% | -51.0% | +53.3% | +5.3% |
| 6M | +14.9% | +15.8% | -0.9% | +11.4% |
| YTD | +7.5% | +58.9% | -51.4% | +2.1% |
| 1Y | +55.7% | +68.5% | -12.8% | +46.3% |
| All | +110.2% | +484.5% | -374.3% | +69.9% |
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