+472.7%
LLY vs STRL
+975.2%
-502.5%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +4.9% | -4.6% | +0.1% |
| 7D | +1.4% | +7.1% | -5.8% | +0.9% |
| 30D | +21.5% | -39.4% | +60.9% | +24.5% |
| 3M | +18.5% | -43.0% | +61.4% | +21.5% |
| 6M | +49.1% | -65.0% | +114.1% | +57.5% |
| YTD | +34.4% | -0.8% | +35.2% | +26.0% |
| 1Y | +46.3% | -20.3% | +66.6% | +40.0% |
| 3Y | +145.5% | +356.5% | -211.0% | +71.3% |
| 5Y | +472.7% | +952.8% | -480.2% | +238.6% |
| All | +472.7% | +975.2% | -502.5% | +238.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling