+25.9%
LMT vs STLA
-53.0%
+78.8%
-26.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.9% | +3.8% | -10.7% | -6.7% |
| 7D | -5.5% | -0.6% | -4.9% | -5.5% |
| 30D | +17.5% | +3.6% | +13.9% | +17.6% |
| 3M | +1.6% | -20.6% | +22.2% | +0.9% |
| 6M | +16.3% | -34.3% | +50.6% | +14.6% |
| YTD | +25.3% | -57.3% | +82.6% | +20.3% |
| 1Y | +25.9% | -52.6% | +78.5% | +21.9% |
| All | +25.9% | -53.0% | +78.8% | +21.9% |
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