+16,382.7%
LLY vs STRL
+19,359.6%
-2,976.9%
-68.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +4.3% |
| 6M | +14.9% | +15.8% | -0.9% | +13.3% |
| YTD | +7.5% | +58.9% | -51.4% | +4.7% |
| 1Y | +55.7% | +68.5% | -12.8% | +51.0% |
| 3Y | +110.6% | +485.2% | -374.6% | +94.2% |
| 5Y | +363.4% | +2,005.1% | -1,641.7% | +309.3% |
| 10Y | +1,649.0% | +7,118.0% | -5,469.0% | +1,371.6% |
| All | +16,382.7% | +19,359.6% | -2,976.9% | +12,964.1% |
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