-31.8%
LVS vs STLA
-53.0%
+21.2%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.5% | +3.8% | +2.7% | +6.1% |
| 7D | +13.4% | -0.6% | +14.0% | +13.4% |
| 30D | +12.2% | +3.6% | +8.6% | +11.7% |
| 3M | -10.7% | -20.6% | +9.9% | -9.0% |
| 6M | -19.8% | -34.3% | +14.5% | -16.9% |
| YTD | -35.8% | -57.3% | +21.5% | -31.2% |
| 1Y | -31.8% | -52.6% | +20.8% | -28.4% |
| All | -31.8% | -53.0% | +21.2% | -28.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling