+205.2%
LMT vs STRL
+3,927.3%
-3,722.0%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -0.4% | +2.9% | +2.6% |
| 7D | -5.6% | -19.8% | +14.2% | -4.3% |
| 30D | +18.4% | -43.6% | +61.9% | +22.8% |
| 3M | +0.6% | -45.2% | +45.8% | +4.4% |
| 6M | +20.6% | -65.7% | +86.3% | +28.4% |
| YTD | +27.0% | -5.4% | +32.4% | +20.7% |
| 1Y | +36.9% | -24.7% | +61.5% | +32.7% |
| 3Y | +46.9% | +335.0% | -288.2% | +12.8% |
| 5Y | +104.2% | +915.3% | -811.1% | +35.8% |
| 10Y | +205.2% | +3,877.5% | -3,672.2% | +59.0% |
| All | +205.2% | +3,927.3% | -3,722.0% | +59.0% |
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