+193.8%
LVS vs STLA
+263.8%
-70.0%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.3% | -1.6% | -0.7% |
| 7D | -1.5% | +2.6% | -4.1% | -2.3% |
| 30D | -3.2% | -1.2% | -2.0% | -3.1% |
| 3M | -12.0% | -24.8% | +12.8% | -5.4% |
| 6M | -19.9% | -25.6% | +5.7% | -14.1% |
| YTD | -30.6% | -48.9% | +18.3% | -18.6% |
| 1Y | -17.7% | -38.8% | +21.0% | -9.6% |
| 3Y | -14.2% | -64.5% | +50.3% | +6.8% |
| 5Y | +9.6% | -62.4% | +72.1% | +31.9% |
| 10Y | +5.7% | +55.4% | -49.7% | -8.0% |
| All | +193.8% | +263.8% | -70.0% | +158.2% |
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