+292.5%
LOW vs STLA
-3.1%
+295.6%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -6.1% | +4.3% | 0.0% |
| 7D | +0.1% | -13.1% | +13.2% | +4.1% |
| 30D | +21.3% | -13.3% | +34.5% | +25.9% |
| 3M | +6.0% | -27.9% | +33.8% | +15.5% |
| 6M | +2.6% | -47.8% | +50.4% | +22.1% |
| YTD | -3.6% | -64.6% | +60.9% | +26.2% |
| 1Y | -1.0% | -64.0% | +63.0% | +28.7% |
| 3Y | +24.2% | -76.8% | +101.0% | +76.8% |
| 5Y | +6.3% | -74.2% | +80.5% | +40.8% |
| All | +292.5% | -3.1% | +295.6% | +266.7% |
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