+3,426.5%
STX vs LLY
+1,612.4%
+1,814.1%
-57.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | -0.9% | +7.2% | +6.5% |
| 7D | +2.4% | -2.1% | +4.5% | +2.8% |
| 30D | +1.4% | -1.6% | +3.0% | +1.3% |
| 3M | -8.2% | +2.3% | -10.5% | -9.9% |
| 6M | +127.0% | +14.9% | +112.1% | +115.8% |
| YTD | +209.1% | +7.5% | +201.7% | +197.4% |
| 1Y | +365.4% | +55.7% | +309.7% | +306.2% |
| 3Y | +1,135.4% | +110.6% | +1,024.8% | +874.9% |
| 5Y | +991.5% | +363.4% | +628.1% | +567.7% |
| All | +3,426.5% | +1,612.4% | +1,814.1% | +1,205.7% |
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