+1,967.8%
STX vs LLY
+2,007.5%
-39.7%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +1.4% | -2.3% | -1.2% |
| 7D | -17.3% | +1.6% | -18.9% | -17.4% |
| 30D | -35.9% | +21.5% | -57.4% | -38.5% |
| 3M | -37.3% | +16.4% | -53.8% | -39.5% |
| 6M | -35.8% | +51.5% | -87.3% | -42.5% |
| YTD | +82.7% | +33.9% | +48.8% | +67.8% |
| 1Y | +71.6% | +49.1% | +22.5% | +53.1% |
| 3Y | +635.3% | +144.6% | +490.7% | +466.9% |
| 5Y | +483.8% | +466.3% | +17.4% | +245.9% |
| 10Y | +1,967.8% | +2,024.1% | -56.4% | +630.3% |
| All | +1,967.8% | +2,007.5% | -39.7% | +630.3% |
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 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