+194.3%
LMT vs STRL
+3,816.9%
-3,622.6%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.7% | -0.2% | -0.9% |
| 7D | +4.8% | +23.4% | -18.6% | +3.2% |
| 30D | +19.9% | -39.5% | +59.4% | +23.7% |
| 3M | +0.2% | -45.1% | +45.2% | +3.9% |
| 6M | +17.4% | -64.6% | +82.0% | +24.7% |
| YTD | +27.2% | -1.5% | +28.7% | +20.6% |
| 1Y | +35.6% | -20.8% | +56.4% | +31.0% |
| 3Y | +47.1% | +353.1% | -306.0% | +12.7% |
| 5Y | +103.7% | +942.9% | -839.2% | +35.4% |
| All | +194.3% | +3,816.9% | -3,622.6% | +55.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling