+17,561.1%
LLY vs STT
+7,372.9%
+10,188.2%
-68.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.2% | -1.0% | -0.9% |
| 7D | -2.1% | +0.5% | -2.6% | -2.3% |
| 30D | -1.6% | +3.9% | -5.5% | -2.4% |
| 3M | +2.3% | +20.0% | -17.7% | -1.7% |
| 6M | +14.9% | +55.3% | -40.4% | +4.7% |
| YTD | +7.5% | +53.3% | -45.9% | -2.0% |
| 1Y | +55.7% | +74.7% | -19.0% | +38.0% |
| 3Y | +110.6% | +205.8% | -95.2% | +65.2% |
| 5Y | +363.4% | +145.0% | +218.4% | +269.7% |
| 10Y | +1,649.0% | +266.0% | +1,383.0% | +1,117.5% |
| All | +17,561.1% | +7,372.9% | +10,188.2% | +4,597.4% |
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 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