+49.1%
LLY vs STRL
-64.3%
+113.4%
-12.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +4.9% | -4.6% | +0.6% |
| 7D | +1.4% | +7.1% | -5.8% | +1.6% |
| 30D | +21.5% | -39.4% | +60.9% | +15.8% |
| 3M | +18.5% | -43.0% | +61.4% | +12.4% |
| 6M | +49.1% | -65.0% | +114.1% | +40.2% |
| All | +49.1% | -64.3% | +113.4% | +40.2% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling