+33.6%
LMT vs STRL
+509.6%
-476.0%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +5.8% | -7.2% | -1.5% |
| 7D | -6.3% | +3.4% | -9.7% | -6.3% |
| 30D | -8.5% | -9.2% | +0.7% | -8.4% |
| 3M | +1.8% | -51.0% | +52.9% | +2.7% |
| 6M | -19.9% | +15.8% | -35.7% | -21.6% |
| YTD | +10.6% | +58.9% | -48.3% | +6.8% |
| 1Y | +17.9% | +68.5% | -50.6% | +13.4% |
| All | +33.6% | +509.6% | -476.0% | +25.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling