+53.8%
LNT vs STLA
-74.6%
+128.3%
-25.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.0% | +1.6% | +0.6% |
| 7D | +1.0% | -13.8% | +14.8% | +1.9% |
| 30D | +9.6% | -10.5% | +20.1% | +10.3% |
| 3M | +5.4% | -28.9% | +34.3% | +7.4% |
| 6M | +3.1% | -49.7% | +52.9% | +7.4% |
| YTD | +16.5% | -64.9% | +81.4% | +24.0% |
| 1Y | +12.3% | -64.0% | +76.3% | +19.2% |
| 3Y | +70.3% | -77.4% | +147.7% | +86.3% |
| All | +53.8% | -74.6% | +128.3% | +62.9% |
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 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