+1,184.4%
STX vs LLY
+109.8%
+1,074.6%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | -0.9% | +7.2% | +6.5% |
| 7D | +2.4% | -2.1% | +4.5% | +2.7% |
| 30D | +1.4% | -1.6% | +3.0% | +1.3% |
| 3M | -8.2% | +2.3% | -10.5% | -9.8% |
| 6M | +127.0% | +14.9% | +112.1% | +116.2% |
| YTD | +209.1% | +7.5% | +201.7% | +198.1% |
| 1Y | +365.4% | +55.7% | +309.7% | +308.8% |
| All | +1,184.4% | +109.8% | +1,074.6% | +1,032.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling