+123.8%
STX vs LLY
+60.1%
+63.7%
-49.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.1% | +0.6% | -8.7% | -8.0% |
| 7D | -20.2% | +10.1% | -30.3% | -19.0% |
| 30D | -37.2% | +24.0% | -61.2% | -35.2% |
| 3M | -34.1% | +27.3% | -61.3% | -32.1% |
| 6M | -24.5% | +47.0% | -71.4% | -25.9% |
| YTD | +102.9% | +32.6% | +70.4% | +104.2% |
| 1Y | +123.8% | +57.3% | +66.4% | +99.3% |
| All | +123.8% | +60.1% | +63.7% | +99.3% |
Cumulative growth
Daily Returns
Daily percentage return beside LLY.
Daily Out/Under-Performance
Portfolio return minus LLY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LLY 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 1y: compounded portfolio wealth divided by compounded LLY 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…
1y analysis · Full analysis span regression · 6 months rolling