+73.2%
STX vs LLY
+51.2%
+22.0%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.8% | +4.3% | +5.5% | +10.3% |
| 7D | -14.8% | +0.1% | -14.8% | -14.9% |
| 30D | -35.4% | +19.7% | -55.1% | -33.2% |
| 3M | -37.7% | +19.3% | -56.9% | -35.6% |
| 6M | -35.2% | +49.3% | -84.6% | -35.7% |
| YTD | +84.4% | +32.0% | +52.4% | +85.5% |
| All | +73.2% | +51.2% | +22.0% | +72.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling