+765.9%
LHX vs STLA
+150.0%
+616.0%
-38.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.0% | +1.2% | +0.3% |
| 7D | +4.8% | -13.8% | +18.6% | +6.6% |
| 30D | +14.7% | -10.5% | +25.2% | +16.0% |
| 3M | -5.1% | -28.9% | +23.7% | -1.6% |
| 6M | -9.9% | -49.7% | +39.8% | -2.7% |
| YTD | -6.1% | -64.9% | +58.8% | +5.1% |
| 1Y | -4.0% | -64.0% | +60.0% | +6.9% |
| 3Y | +56.9% | -77.4% | +134.4% | +81.4% |
| 5Y | +36.6% | -74.4% | +111.0% | +52.2% |
| 10Y | +217.5% | -6.4% | +223.8% | +189.4% |
| All | +765.9% | +150.0% | +616.0% | +659.0% |
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