+2,071.0%
STX vs LLY
+2,040.2%
+30.8%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.8% | +4.3% | +5.5% | +8.9% |
| 7D | -14.8% | +0.1% | -14.8% | -14.6% |
| 30D | -35.4% | +19.7% | -55.1% | -37.8% |
| 3M | -37.7% | +19.3% | -56.9% | -40.2% |
| 6M | -35.2% | +49.3% | -84.6% | -41.8% |
| YTD | +84.4% | +32.0% | +52.4% | +69.8% |
| 1Y | +82.3% | +53.7% | +28.5% | +61.3% |
| 3Y | +646.2% | +143.7% | +502.5% | +475.4% |
| 5Y | +487.4% | +463.9% | +23.5% | +247.8% |
| 10Y | +2,071.0% | +2,006.3% | +64.7% | +668.5% |
| All | +2,071.0% | +2,040.2% | +30.8% | +668.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling