+107.6%
LMT vs STLA
-72.6%
+180.2%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -3.5% | +4.7% | +1.2% |
| 7D | +2.5% | -11.6% | +14.1% | +2.6% |
| 30D | +19.2% | -6.2% | +25.3% | +19.2% |
| 3M | +2.7% | -24.6% | +27.3% | +2.9% |
| 6M | +20.6% | -44.9% | +65.5% | +21.1% |
| YTD | +28.4% | -62.3% | +90.7% | +29.5% |
| 1Y | +36.9% | -61.8% | +98.7% | +38.0% |
| 3Y | +48.5% | -75.3% | +123.9% | +49.7% |
| 5Y | +107.6% | -72.5% | +180.1% | +102.3% |
| All | +107.6% | -72.6% | +180.2% | +102.3% |
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