+36.9%
LMT vs STRL
-26.6%
+63.4%
-26.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -0.4% | +2.9% | +2.5% |
| 7D | -5.6% | -19.8% | +14.2% | -5.8% |
| 30D | +18.4% | -43.6% | +61.9% | +17.5% |
| 3M | +0.6% | -45.2% | +45.8% | -0.1% |
| 6M | +20.6% | -65.7% | +86.3% | +19.0% |
| YTD | +27.0% | -5.4% | +32.4% | +20.3% |
| 1Y | +36.9% | -24.7% | +61.5% | +30.8% |
| All | +36.9% | -26.6% | +63.4% | +30.8% |
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 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