+1,251.9%
LOW vs STLA
+168.9%
+1,083.0%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -3.5% | +3.4% | +0.5% |
| 7D | +1.0% | -11.6% | +12.6% | +3.3% |
| 30D | +25.6% | -6.2% | +31.8% | +26.9% |
| 3M | +5.3% | -24.6% | +29.9% | +10.5% |
| 6M | +3.7% | -44.9% | +48.6% | +15.0% |
| YTD | -1.9% | -62.3% | +60.4% | +15.5% |
| 1Y | +0.6% | -61.8% | +62.4% | +17.9% |
| 3Y | +26.4% | -75.3% | +101.8% | +56.5% |
| 5Y | +10.1% | -72.5% | +82.6% | +31.2% |
| 10Y | +301.3% | +0.8% | +300.5% | +299.4% |
| All | +1,251.9% | +168.9% | +1,083.0% | +1,281.5% |
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