+1,883.6%
STX vs LLY
+2,062.5%
-178.9%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.8% | -0.4% | -1.0% |
| 7D | -28.5% | -4.5% | -24.0% | -27.7% |
| 30D | -42.9% | +13.9% | -56.8% | -44.5% |
| 3M | -45.9% | +13.8% | -59.7% | -47.6% |
| 6M | -41.3% | +37.6% | -78.9% | -46.3% |
| YTD | +67.9% | +26.6% | +41.3% | +56.0% |
| 1Y | +66.5% | +45.3% | +21.2% | +49.1% |
| 3Y | +588.0% | +132.2% | +455.7% | +435.9% |
| 5Y | +449.1% | +434.7% | +14.4% | +229.5% |
| All | +1,883.6% | +2,062.5% | -178.9% | +607.1% |
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