+17.9%
LMT vs STRL
+76.3%
-58.3%
-26.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +5.8% | -7.2% | -1.4% |
| 7D | -6.3% | +3.4% | -9.7% | -6.2% |
| 30D | -8.5% | -9.2% | +0.7% | -8.6% |
| 3M | +1.8% | -51.0% | +52.9% | +1.4% |
| 6M | -19.9% | +15.8% | -35.7% | -21.9% |
| YTD | +10.6% | +58.9% | -48.3% | +6.1% |
| 1Y | +17.9% | +68.5% | -50.6% | +12.3% |
| All | +17.9% | +76.3% | -58.3% | +12.3% |
Cumulative growth
Daily Returns
Daily percentage return beside STRL.
Daily Out/Under-Performance
Portfolio return minus STRL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STRL 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 STRL 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