+46.3%
LLY vs STT
+48.7%
-2.4%
-23.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.5% | -1.1% | +0.3% |
| 7D | +1.4% | +0.4% | +0.9% | +1.3% |
| 30D | +21.5% | -0.4% | +22.0% | +21.4% |
| 3M | +18.5% | -6.5% | +24.9% | +18.3% |
| 6M | +49.1% | +17.2% | +31.9% | +45.5% |
| YTD | +34.4% | +38.2% | -3.8% | +28.1% |
| 1Y | +46.3% | +49.3% | -3.0% | +38.6% |
| All | +46.3% | +48.7% | -2.4% | +38.6% |
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 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