+241.3%
LTH vs STLA
-77.1%
+318.4%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -1.0% | +3.2% | +2.3% |
| 7D | -1.3% | -13.8% | +12.5% | +0.8% |
| 30D | +15.7% | -10.5% | +26.2% | +17.2% |
| 3M | +5.0% | -28.9% | +33.9% | +9.7% |
| 6M | +37.7% | -49.7% | +87.4% | +52.1% |
| YTD | +75.0% | -64.9% | +139.9% | +103.5% |
| 1Y | +82.6% | -64.0% | +146.7% | +110.8% |
| 3Y | +241.3% | -77.4% | +318.7% | +286.9% |
| All | +241.3% | -77.1% | +318.4% | +286.9% |
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