+18.5%
LHX vs STLA
-63.7%
+82.2%
-38.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.2% | -0.6% | -0.8% |
| 7D | -4.8% | -3.8% | -1.0% | -4.6% |
| 30D | -12.7% | -3.1% | -9.6% | -12.6% |
| 3M | -17.6% | -19.6% | +2.0% | -16.7% |
| 6M | -30.7% | -23.5% | -7.2% | -29.8% |
| YTD | -14.3% | -51.5% | +37.2% | -11.2% |
| 1Y | -8.4% | -39.7% | +31.3% | -6.8% |
| 3Y | +56.7% | -66.3% | +123.0% | +63.7% |
| 5Y | +18.5% | -63.1% | +81.6% | +18.8% |
| All | +18.5% | -63.7% | +82.2% | +18.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling