+9,159.5%
LMT vs STRL
+19,359.6%
-10,200.1%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +5.8% | -7.2% | -1.6% |
| 7D | -6.3% | +3.4% | -9.7% | -6.3% |
| 30D | -8.5% | -9.2% | +0.7% | -8.3% |
| 3M | +1.8% | -51.0% | +52.9% | +3.3% |
| 6M | -19.9% | +15.8% | -35.7% | -20.8% |
| YTD | +10.6% | +58.9% | -48.3% | +8.4% |
| 1Y | +17.9% | +68.5% | -50.6% | +15.3% |
| 3Y | +27.0% | +485.2% | -458.3% | +19.5% |
| 5Y | +68.7% | +2,005.1% | -1,936.4% | +53.4% |
| 10Y | +181.1% | +7,118.0% | -6,936.9% | +147.0% |
| All | +9,159.5% | +19,359.6% | -10,200.1% | +8,169.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling