+74.4%
LMT vs STRL
+2,093.0%
-2,018.6%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +3.2% | -1.2% | +2.0% |
| 7D | -1.5% | +10.1% | -11.6% | -1.8% |
| 30D | -8.2% | -8.2% | 0.0% | -8.1% |
| 3M | +3.7% | -43.7% | +47.4% | +4.9% |
| 6M | -19.2% | +27.1% | -46.3% | -21.4% |
| YTD | +12.9% | +64.0% | -51.1% | +8.3% |
| 1Y | +19.8% | +75.2% | -55.4% | +14.1% |
| 3Y | +37.3% | +539.9% | -502.6% | +21.4% |
| 5Y | +74.4% | +2,133.0% | -2,058.6% | +38.1% |
| All | +74.4% | +2,093.0% | -2,018.6% | +38.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling