+715.4%
LHX vs STLA
+263.8%
+451.6%
-38.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +1.3% | -3.0% | -1.9% |
| 7D | -2.0% | +2.6% | -4.5% | -2.3% |
| 30D | -9.9% | -1.2% | -8.7% | -9.9% |
| 3M | -16.5% | -24.8% | +8.3% | -13.8% |
| 6M | -29.6% | -25.6% | -4.0% | -27.4% |
| YTD | -11.6% | -48.9% | +37.4% | -5.1% |
| 1Y | -4.1% | -38.8% | +34.7% | 0.0% |
| 3Y | +53.3% | -64.5% | +117.8% | +68.0% |
| 5Y | +22.3% | -62.4% | +84.7% | +30.4% |
| 10Y | +231.9% | +55.4% | +176.5% | +185.9% |
| All | +715.4% | +263.8% | +451.6% | +585.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling