+127.0%
STX vs LLY
+14.0%
+113.1%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | LLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | -0.9% | +7.2% | +6.1% |
| 7D | +2.4% | -2.1% | +4.5% | +1.8% |
| 30D | +1.4% | -1.6% | +3.0% | +0.8% |
| 3M | -8.2% | +2.3% | -10.5% | -9.8% |
| 6M | +127.0% | +14.9% | +112.1% | +118.9% |
| All | +127.0% | +14.0% | +113.1% | +118.9% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling