+74.4%
LMT vs STLA
-62.5%
+136.9%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -3.1% | +5.1% | +2.1% |
| 7D | -1.5% | +0.7% | -2.3% | -1.5% |
| 30D | -8.2% | -2.4% | -5.9% | -8.2% |
| 3M | +3.7% | -23.9% | +27.6% | +4.0% |
| 6M | -19.2% | -24.6% | +5.4% | -18.9% |
| YTD | +12.9% | -50.5% | +63.4% | +13.8% |
| 1Y | +19.8% | -39.8% | +59.6% | +20.0% |
| 3Y | +37.3% | -65.6% | +102.9% | +38.1% |
| 5Y | +74.4% | -62.1% | +136.5% | +70.7% |
| All | +74.4% | -62.5% | +136.9% | +70.7% |
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