+49.1%
LLY vs STT
+48.0%
+1.1%
-23.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.4% | +1.0% | +1.4% |
| 7D | +1.6% | +1.1% | +0.5% | +1.6% |
| 30D | +21.5% | -1.9% | +23.4% | +21.4% |
| 3M | +16.4% | -7.6% | +24.0% | +16.3% |
| 6M | +51.5% | +16.0% | +35.5% | +47.9% |
| YTD | +33.9% | +36.2% | -2.3% | +28.0% |
| 1Y | +49.1% | +46.8% | +2.3% | +42.4% |
| All | +49.1% | +48.0% | +1.1% | +42.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling