+2,053.0%
LLY vs STT
+198.7%
+1,854.3%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.3% | -0.4% | -0.6% |
| 7D | +4.6% | +5.1% | -0.5% | +3.7% |
| 30D | +22.4% | -0.2% | +22.6% | +22.3% |
| 3M | +17.1% | -8.1% | +25.3% | +18.7% |
| 6M | +44.6% | +16.6% | +28.0% | +40.1% |
| YTD | +33.5% | +37.8% | -4.4% | +25.1% |
| 1Y | +41.1% | +46.8% | -5.7% | +30.7% |
| 3Y | +143.8% | +181.2% | -37.4% | +99.5% |
| 5Y | +473.4% | +105.1% | +368.2% | +384.7% |
| All | +2,053.0% | +198.7% | +1,854.3% | +1,570.5% |
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