+19,317.4%
LLY vs STRL
+10,012.8%
+9,304.6%
-68.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +3.5% | -4.3% | -0.9% |
| 7D | -4.5% | -26.9% | +22.4% | -3.6% |
| 30D | +13.9% | -52.7% | +66.6% | +16.4% |
| 3M | +13.8% | -52.8% | +66.6% | +16.1% |
| 6M | +37.6% | -71.5% | +109.1% | +42.2% |
| YTD | +26.6% | -17.4% | +44.0% | +25.6% |
| 1Y | +45.3% | -35.0% | +80.3% | +45.2% |
| 3Y | +132.2% | +239.2% | -107.0% | +117.3% |
| 5Y | +434.7% | +830.2% | -395.5% | +383.3% |
| 10Y | +2,084.3% | +3,574.7% | -1,490.4% | +1,773.1% |
| All | +19,317.4% | +10,012.8% | +9,304.6% | +15,570.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling