+140.8%
LLY vs STT
+182.6%
-41.8%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.1% | +1.4% | +1.3% |
| 7D | +6.7% | +4.8% | +2.0% | +5.9% |
| 30D | +19.6% | +3.9% | +15.6% | +18.8% |
| 3M | +19.7% | -8.2% | +27.9% | +21.3% |
| 6M | +42.7% | +15.6% | +27.1% | +37.7% |
| YTD | +35.1% | +37.6% | -2.5% | +25.0% |
| 1Y | +42.2% | +50.1% | -7.9% | +28.8% |
| 3Y | +140.8% | +183.1% | -42.3% | +104.0% |
| All | +140.8% | +182.6% | -41.8% | +104.0% |
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