+156.6%
LTH vs STLA
-72.2%
+228.7%
-58.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | -6.1% | +1.9% | -2.5% |
| 7D | -4.6% | -13.1% | +8.4% | -1.0% |
| 30D | +14.8% | -13.3% | +28.1% | +18.7% |
| 3M | +3.9% | -27.9% | +31.8% | +12.3% |
| 6M | +35.5% | -47.8% | +83.3% | +60.3% |
| YTD | +71.3% | -64.6% | +135.9% | +124.7% |
| 1Y | +75.7% | -64.0% | +139.7% | +128.2% |
| 3Y | +231.9% | -76.8% | +308.8% | +381.9% |
| 5Y | +130.5% | -74.2% | +204.6% | +166.2% |
| All | +156.6% | -72.2% | +228.7% | +194.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling