+25.9%
LMT vs STRL
-30.1%
+56.0%
-26.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.9% | -21.5% | +14.6% | -7.0% |
| 7D | -5.5% | -27.1% | +21.5% | -5.8% |
| 30D | +17.5% | -45.8% | +63.2% | +16.7% |
| 3M | +1.6% | -47.6% | +49.2% | +0.9% |
| 6M | +16.3% | -46.4% | +62.7% | +14.6% |
| YTD | +25.3% | -7.4% | +32.6% | +19.5% |
| 1Y | +25.9% | -25.9% | +51.7% | +20.2% |
| All | +25.9% | -30.1% | +56.0% | +20.2% |
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