-4.5%
LHX vs STLA
-38.0%
+33.5%
-31.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +1.3% | -3.4% | -2.2% |
| 7D | -2.4% | +2.6% | -5.0% | -2.5% |
| 30D | -10.4% | -1.2% | -9.1% | -10.4% |
| 3M | -16.9% | -24.8% | +7.9% | -16.9% |
| 6M | -29.9% | -25.6% | -4.4% | -29.9% |
| YTD | -12.0% | -48.9% | +37.0% | -12.7% |
| 1Y | -4.5% | -38.8% | +34.2% | -4.3% |
| All | -4.5% | -38.0% | +33.5% | -4.3% |
Cumulative growth
Daily Returns
Daily percentage return beside STLA.
Daily Out/Under-Performance
Portfolio return minus STLA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STLA 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 STLA 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