+233.8%
LOW vs STLA
+46.8%
+187.1%
-48.6%
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% | -0.6% |
| 7D | -0.6% | +0.4% | -1.0% | -0.7% |
| 30D | -9.3% | -5.2% | -4.1% | -8.1% |
| 3M | -8.1% | -24.9% | +16.8% | -0.9% |
| 6M | -19.8% | -25.2% | +5.4% | -13.8% |
| YTD | -16.4% | -51.4% | +35.1% | +0.3% |
| 1Y | -24.7% | -40.7% | +16.0% | -16.1% |
| 3Y | -8.8% | -66.3% | +57.4% | +16.0% |
| 5Y | +7.8% | -63.2% | +71.0% | +28.8% |
| 10Y | +233.8% | +48.7% | +185.1% | +188.6% |
| All | +233.8% | +46.8% | +187.1% | +188.6% |
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