+2,024.1%
LLY vs STT
+198.3%
+1,825.8%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.4% | +1.0% | +1.4% |
| 7D | +1.6% | +1.1% | +0.5% | +1.4% |
| 30D | +21.5% | -1.9% | +23.4% | +21.8% |
| 3M | +16.4% | -7.6% | +24.0% | +17.9% |
| 6M | +51.5% | +16.0% | +35.5% | +46.9% |
| YTD | +33.9% | +36.2% | -2.3% | +25.8% |
| 1Y | +49.1% | +46.8% | +2.3% | +38.1% |
| 3Y | +144.6% | +177.8% | -33.2% | +100.7% |
| 5Y | +466.3% | +105.8% | +360.5% | +378.4% |
| 10Y | +2,024.1% | +197.6% | +1,826.6% | +1,559.1% |
| All | +2,024.1% | +198.3% | +1,825.8% | +1,559.1% |
Cumulative growth
Daily Returns
Daily percentage return beside STT.
Daily Out/Under-Performance
Portfolio return minus STT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STT 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 10y: compounded portfolio wealth divided by compounded STT 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…
10y analysis · Full analysis span regression · 6 months rolling