+5.7%
LVS vs STLA
-63.2%
+68.9%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.9% | +0.4% | -0.9% |
| 7D | -2.7% | +0.4% | -3.1% | -2.9% |
| 30D | -4.7% | -5.2% | +0.5% | -3.3% |
| 3M | -15.6% | -24.9% | +9.3% | -8.0% |
| 6M | -18.6% | -25.2% | +6.5% | -11.9% |
| YTD | -32.3% | -51.4% | +19.2% | -16.3% |
| 1Y | -18.0% | -40.7% | +22.7% | -8.4% |
| 3Y | -5.8% | -66.3% | +60.4% | +23.8% |
| 5Y | +5.7% | -63.2% | +69.0% | +23.4% |
| All | +5.7% | -63.2% | +68.9% | +23.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling