+20,870.5%
LLY vs STT
+6,256.2%
+14,614.3%
-68.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -4.7% | +1.0% | -2.8% |
| 7D | -0.7% | -4.9% | +4.3% | +0.3% |
| 30D | +17.9% | -6.0% | +23.9% | +19.3% |
| 3M | +16.8% | -11.7% | +28.5% | +19.6% |
| 6M | +38.4% | +11.7% | +26.8% | +34.8% |
| YTD | +27.6% | +30.4% | -2.8% | +20.1% |
| 1Y | +48.3% | +43.9% | +4.4% | +36.7% |
| 3Y | +145.4% | +165.4% | -20.1% | +97.9% |
| 5Y | +438.9% | +101.0% | +337.9% | +347.7% |
| 10Y | +2,101.6% | +210.7% | +1,890.9% | +1,483.0% |
| All | +20,870.5% | +6,256.2% | +14,614.3% | +5,657.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling