+481.0%
STX vs LLY
+468.7%
+12.3%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.7% | -0.5% | -1.1% |
| 7D | +16.8% | +4.6% | +12.3% | +16.2% |
| 30D | -27.0% | +22.4% | -49.4% | -29.0% |
| 3M | -37.9% | +17.1% | -55.0% | -39.3% |
| 6M | -32.5% | +44.6% | -77.1% | -37.2% |
| YTD | +98.6% | +33.5% | +65.1% | +86.7% |
| 1Y | +93.6% | +41.1% | +52.5% | +79.7% |
| 3Y | +699.1% | +143.8% | +555.3% | +569.7% |
| 5Y | +481.0% | +473.4% | +7.7% | +275.5% |
| All | +481.0% | +468.7% | +12.3% | +275.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling