+1,168.4%
LMT vs STLA
+150.0%
+1,018.4%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.0% | -0.3% | -1.2% |
| 7D | +5.1% | -13.8% | +18.9% | +6.4% |
| 30D | +14.1% | -10.5% | +24.7% | +15.0% |
| 3M | +0.3% | -28.9% | +29.2% | +2.9% |
| 6M | +16.1% | -49.7% | +65.8% | +22.6% |
| YTD | +25.5% | -64.9% | +90.4% | +35.9% |
| 1Y | +34.1% | -64.0% | +98.2% | +44.8% |
| 3Y | +45.1% | -77.4% | +122.5% | +60.9% |
| 5Y | +100.9% | -74.4% | +175.4% | +116.4% |
| 10Y | +199.4% | -6.4% | +205.8% | +178.6% |
| All | +1,168.4% | +150.0% | +1,018.4% | +1,020.9% |
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