+2,006.3%
LLY vs STT
+211.9%
+1,794.5%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +3.2% | +1.1% | +3.7% |
| 7D | +0.1% | +0.9% | -0.9% | -0.1% |
| 30D | +19.7% | -2.3% | +22.1% | +20.2% |
| 3M | +19.3% | -7.0% | +26.2% | +20.6% |
| 6M | +49.3% | +15.5% | +33.9% | +45.0% |
| YTD | +32.0% | +35.6% | -3.6% | +24.1% |
| 1Y | +53.7% | +47.9% | +5.9% | +42.2% |
| 3Y | +143.7% | +181.1% | -37.3% | +99.5% |
| 5Y | +463.9% | +108.2% | +355.7% | +375.1% |
| 10Y | +2,006.3% | +201.0% | +1,805.4% | +1,537.0% |
| All | +2,006.3% | +211.9% | +1,794.5% | +1,537.0% |
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