+443.8%
LLY vs STRL
+779.4%
-335.5%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +3.5% | -4.3% | -1.0% |
| 7D | -4.5% | -26.9% | +22.4% | -3.0% |
| 30D | +13.9% | -52.7% | +66.6% | +18.5% |
| 3M | +13.8% | -52.8% | +66.6% | +18.0% |
| 6M | +37.6% | -71.5% | +109.1% | +47.2% |
| YTD | +26.6% | -17.4% | +44.0% | +20.1% |
| 1Y | +45.3% | -35.0% | +80.3% | +41.0% |
| 3Y | +132.2% | +239.2% | -107.0% | +67.1% |
| All | +443.8% | +779.4% | -335.5% | +224.7% |
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