+2,043.2%
LLY vs STT
+204.5%
+1,838.7%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.2% | -1.0% | -0.8% |
| 7D | -4.5% | -2.5% | -2.0% | -4.0% |
| 30D | +13.9% | -5.0% | +18.9% | +14.9% |
| 3M | +13.8% | -10.5% | +24.2% | +15.8% |
| 6M | +37.6% | +10.0% | +27.6% | +34.7% |
| YTD | +26.6% | +30.7% | -4.1% | +19.7% |
| 1Y | +45.3% | +43.8% | +1.6% | +35.0% |
| 3Y | +132.2% | +168.1% | -35.9% | +91.2% |
| 5Y | +434.7% | +101.4% | +333.3% | +352.1% |
| All | +2,043.2% | +204.5% | +1,838.7% | +1,457.3% |
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