+1,610.3%
LLY vs STT
+269.9%
+1,340.4%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.2% | -1.0% | -0.9% |
| 7D | -2.1% | +0.5% | -2.6% | -2.2% |
| 30D | -1.6% | +3.9% | -5.5% | -2.3% |
| 3M | +2.3% | +20.0% | -17.7% | -1.3% |
| 6M | +14.9% | +55.3% | -40.4% | +5.6% |
| YTD | +7.5% | +53.3% | -45.9% | -1.2% |
| 1Y | +55.7% | +74.7% | -19.0% | +39.5% |
| 3Y | +110.6% | +205.8% | -95.2% | +69.1% |
| 5Y | +363.4% | +145.0% | +218.4% | +277.1% |
| All | +1,610.3% | +269.9% | +1,340.4% | +1,051.6% |
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