+1,085.9%
LOW vs STLA
+263.8%
+822.1%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +1.3% | 0.0% | +1.0% |
| 7D | -1.7% | +2.6% | -4.3% | -2.2% |
| 30D | -7.0% | -1.2% | -5.8% | -6.9% |
| 3M | -0.9% | -24.8% | +23.9% | +4.1% |
| 6M | -20.1% | -25.6% | +5.5% | -16.1% |
| YTD | -13.9% | -48.9% | +35.0% | -3.9% |
| 1Y | -21.1% | -38.8% | +17.6% | -15.6% |
| 3Y | -6.6% | -64.5% | +57.9% | +8.3% |
| 5Y | +9.4% | -62.4% | +71.8% | +23.2% |
| 10Y | +220.5% | +55.4% | +165.1% | +199.8% |
| All | +1,085.9% | +263.8% | +822.1% | +1,049.4% |
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 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