+190.4%
LMT vs STRL
+3,697.3%
-3,506.9%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -3.1% | +1.7% | -1.1% |
| 7D | +5.1% | +15.7% | -10.5% | +3.9% |
| 30D | +14.1% | -35.5% | +49.6% | +17.3% |
| 3M | +0.3% | -47.1% | +47.4% | +4.3% |
| 6M | +16.1% | -65.8% | +81.9% | +23.6% |
| YTD | +25.5% | -4.5% | +30.0% | +19.2% |
| 1Y | +34.1% | -10.5% | +44.6% | +28.0% |
| 3Y | +45.1% | +340.6% | -295.5% | +11.4% |
| 5Y | +100.9% | +911.0% | -810.1% | +33.9% |
| All | +190.4% | +3,697.3% | -3,506.9% | +54.1% |
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