+1,183.4%
LMT vs STLA
+178.7%
+1,004.7%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -3.6% | +6.2% | +2.8% |
| 7D | -5.6% | -4.9% | -0.7% | -5.2% |
| 30D | +18.4% | -4.9% | +23.3% | +18.7% |
| 3M | +0.6% | -23.7% | +24.3% | +2.6% |
| 6M | +20.6% | -45.0% | +65.6% | +26.3% |
| YTD | +27.0% | -60.9% | +87.8% | +36.3% |
| 1Y | +36.9% | -58.9% | +95.7% | +46.0% |
| 3Y | +46.9% | -74.4% | +121.3% | +61.1% |
| 5Y | +104.2% | -71.5% | +175.7% | +117.9% |
| 10Y | +205.2% | +5.3% | +200.0% | +181.3% |
| All | +1,183.4% | +178.7% | +1,004.7% | +1,024.1% |
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 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