+162.6%
LVS vs STLA
+152.6%
+10.0%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -6.1% | +3.8% | -0.6% |
| 7D | -3.9% | -13.1% | +9.2% | -0.2% |
| 30D | +7.1% | -13.3% | +20.3% | +10.9% |
| 3M | -13.2% | -27.9% | +14.7% | -5.9% |
| 6M | -22.8% | -47.8% | +25.0% | -9.0% |
| YTD | -38.0% | -64.6% | +26.5% | -20.1% |
| 1Y | -39.5% | -64.0% | +24.5% | -22.6% |
| 3Y | -12.2% | -76.8% | +64.7% | +22.5% |
| 5Y | +6.4% | -74.2% | +80.6% | +41.2% |
| 10Y | -13.3% | -5.4% | -7.9% | -15.1% |
| All | +162.6% | +152.6% | +10.0% | +153.4% |
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