+1,972.8%
STX vs LLY
+2,052.4%
-79.6%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +1.3% | -4.4% | -3.4% |
| 7D | +14.6% | +6.7% | +7.9% | +13.1% |
| 30D | -26.0% | +19.6% | -45.5% | -28.7% |
| 3M | -42.6% | +19.7% | -62.3% | -45.0% |
| 6M | -35.3% | +42.7% | -78.0% | -41.1% |
| YTD | +92.5% | +35.1% | +57.3% | +76.3% |
| 1Y | +102.4% | +42.2% | +60.2% | +82.9% |
| 3Y | +673.8% | +140.8% | +533.0% | +498.9% |
| 5Y | +463.1% | +480.6% | -17.5% | +230.8% |
| All | +1,972.8% | +2,052.4% | -79.6% | +626.1% |
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