+711.7%
LNT vs STLA
+150.0%
+561.8%
-33.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.0% | +1.6% | +0.6% |
| 7D | +1.0% | -13.8% | +14.8% | +2.0% |
| 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% | +7.3% |
| YTD | +16.5% | -64.9% | +81.4% | +23.6% |
| 1Y | +12.3% | -64.0% | +76.3% | +18.8% |
| 3Y | +70.3% | -77.4% | +147.7% | +83.9% |
| 5Y | +56.4% | -74.4% | +130.8% | +65.7% |
| 10Y | +184.3% | -6.4% | +190.6% | +173.8% |
| All | +711.7% | +150.0% | +561.8% | +653.5% |
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