+10,653.8%
LMT vs STRL
+12,054.0%
-1,400.2%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +4.9% | -3.8% | +1.0% |
| 7D | +2.5% | +7.1% | -4.6% | +2.3% |
| 30D | +19.2% | -39.4% | +58.6% | +20.4% |
| 3M | +2.7% | -43.0% | +45.7% | +3.8% |
| 6M | +20.6% | -65.0% | +85.6% | +23.0% |
| YTD | +28.4% | -0.8% | +29.2% | +27.1% |
| 1Y | +36.9% | -20.3% | +57.2% | +36.1% |
| 3Y | +48.5% | +356.5% | -308.0% | +40.5% |
| 5Y | +107.6% | +952.8% | -845.2% | +91.6% |
| 10Y | +206.5% | +3,877.1% | -3,670.6% | +172.5% |
| All | +10,653.8% | +12,054.0% | -1,400.2% | +9,592.4% |
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