+222.0%
LHX vs STLA
+55.1%
+167.0%
-38.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +2.3% | -3.4% | -1.5% |
| 7D | -4.3% | -2.9% | -1.4% | -3.9% |
| 30D | -15.1% | +0.9% | -16.1% | -15.3% |
| 3M | -21.0% | -21.6% | +0.7% | -18.4% |
| 6M | -32.0% | -21.6% | -10.4% | -30.0% |
| YTD | -15.3% | -50.4% | +35.1% | -7.7% |
| 1Y | -11.1% | -43.6% | +32.5% | -5.6% |
| 3Y | +54.0% | -66.4% | +120.4% | +73.3% |
| 5Y | +17.1% | -62.3% | +79.4% | +25.6% |
| All | +222.0% | +55.1% | +167.0% | +162.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling