+150.1%
LNT vs STLA
+46.8%
+103.4%
-33.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.9% | +0.8% | -0.9% |
| 7D | +0.2% | +0.4% | -0.2% | +0.1% |
| 30D | -0.5% | -5.2% | +4.7% | -0.1% |
| 3M | -5.5% | -24.9% | +19.3% | -3.4% |
| 6M | -3.8% | -25.2% | +21.4% | -1.9% |
| YTD | +6.8% | -51.4% | +58.3% | +12.9% |
| 1Y | +9.3% | -40.7% | +50.0% | +12.8% |
| 3Y | +47.9% | -66.3% | +114.2% | +59.2% |
| 5Y | +31.6% | -63.2% | +94.8% | +38.1% |
| 10Y | +150.1% | +48.7% | +101.4% | +126.6% |
| All | +150.1% | +46.8% | +103.4% | +126.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling