+187.0%
LMT vs STLA
+46.8%
+140.2%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -1.9% | -0.3% | -2.0% |
| 7D | -1.3% | +0.4% | -1.7% | -1.4% |
| 30D | -12.5% | -5.2% | -7.3% | -12.1% |
| 3M | -0.5% | -24.9% | +24.4% | +2.4% |
| 6M | -20.0% | -25.2% | +5.2% | -17.9% |
| YTD | +10.4% | -51.4% | +61.8% | +18.4% |
| 1Y | +17.7% | -40.7% | +58.4% | +22.3% |
| 3Y | +34.3% | -66.3% | +100.5% | +46.8% |
| 5Y | +71.8% | -63.2% | +135.1% | +80.8% |
| 10Y | +187.0% | +48.7% | +138.3% | +148.1% |
| All | +187.0% | +46.8% | +140.2% | +148.1% |
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