+132.2%
LLY vs STT
+165.4%
-33.1%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.2% | -1.0% | -0.8% |
| 7D | -4.5% | -2.5% | -2.0% | -4.1% |
| 30D | +13.9% | -5.0% | +18.9% | +14.8% |
| 3M | +13.8% | -10.5% | +24.2% | +15.7% |
| 6M | +37.6% | +10.0% | +27.6% | +33.9% |
| YTD | +26.6% | +30.7% | -4.1% | +18.2% |
| 1Y | +45.3% | +43.8% | +1.6% | +32.7% |
| 3Y | +132.2% | +168.1% | -35.9% | +100.8% |
| All | +132.2% | +165.4% | -33.1% | +100.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling