+32.2%
LNT vs STLA
-62.5%
+94.7%
-25.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -3.1% | +4.0% | +1.1% |
| 7D | +1.0% | +0.7% | +0.3% | +1.0% |
| 30D | -1.1% | -2.4% | +1.3% | -1.0% |
| 3M | -3.6% | -23.9% | +20.3% | -2.0% |
| 6M | -2.7% | -24.6% | +22.0% | -1.2% |
| YTD | +8.0% | -50.5% | +58.5% | +12.7% |
| 1Y | +10.5% | -39.8% | +50.3% | +12.9% |
| 3Y | +49.6% | -65.6% | +115.2% | +58.7% |
| 5Y | +32.2% | -62.1% | +94.3% | +33.4% |
| All | +32.2% | -62.5% | +94.7% | +33.4% |
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