+1,017.8%
LMT vs STLA
+263.8%
+754.0%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +1.3% | -2.7% | -1.6% |
| 7D | -6.3% | +2.6% | -8.8% | -6.5% |
| 30D | -8.5% | -1.2% | -7.3% | -8.5% |
| 3M | +1.8% | -24.8% | +26.6% | +4.2% |
| 6M | -19.9% | -25.6% | +5.6% | -18.2% |
| YTD | +10.6% | -48.9% | +59.5% | +16.3% |
| 1Y | +17.9% | -38.8% | +56.7% | +21.4% |
| 3Y | +27.0% | -64.5% | +91.5% | +35.5% |
| 5Y | +68.7% | -62.4% | +131.1% | +76.1% |
| 10Y | +181.1% | +55.4% | +125.7% | +151.7% |
| All | +1,017.8% | +263.8% | +754.0% | +859.5% |
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