-9.5%
LVS vs STLA
-77.1%
+67.6%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -1.0% | +3.7% | +2.9% |
| 7D | -0.8% | -13.8% | +12.9% | +2.3% |
| 30D | +10.0% | -10.5% | +20.5% | +12.4% |
| 3M | -11.0% | -28.9% | +17.8% | -4.7% |
| 6M | -20.1% | -49.7% | +29.6% | -7.9% |
| YTD | -36.3% | -64.9% | +28.6% | -20.9% |
| 1Y | -36.8% | -64.0% | +27.2% | -22.4% |
| 3Y | -9.5% | -77.4% | +67.9% | +23.3% |
| All | -9.5% | -77.1% | +67.6% | +23.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling