+187.0%
LMT vs STRL
+7,055.3%
-6,868.4%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -1.4% | -0.8% | -2.1% |
| 7D | -1.3% | +8.2% | -9.5% | -1.9% |
| 30D | -12.5% | -6.3% | -6.2% | -12.2% |
| 3M | -0.5% | -41.2% | +40.7% | +2.9% |
| 6M | -20.0% | +20.4% | -40.4% | -24.0% |
| YTD | +10.4% | +61.7% | -51.3% | +1.6% |
| 1Y | +17.7% | +72.7% | -55.0% | +6.7% |
| 3Y | +34.3% | +530.9% | -496.6% | +1.4% |
| 5Y | +71.8% | +2,125.4% | -2,053.6% | +6.2% |
| 10Y | +187.0% | +7,301.3% | -7,114.4% | +36.8% |
| All | +187.0% | +7,055.3% | -6,868.4% | +36.8% |
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