+44.0%
LMT vs STRL
+337.2%
-293.2%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +15.0% | -11.2% | +3.4% |
| 7D | -8.5% | -13.3% | +4.8% | -8.4% |
| 30D | +15.4% | -43.3% | +58.8% | +16.1% |
| 3M | +0.7% | -46.9% | +47.5% | +1.3% |
| 6M | +17.6% | -65.6% | +83.2% | +18.9% |
| YTD | +23.8% | -5.1% | +28.9% | +19.6% |
| 1Y | +31.6% | -23.1% | +54.7% | +28.2% |
| 3Y | +44.0% | +346.8% | -302.8% | +26.5% |
| All | +44.0% | +337.2% | -293.2% | +26.5% |
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