+137.8%
LTH vs STLA
-74.6%
+212.4%
-58.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -1.0% | +3.2% | +2.4% |
| 7D | -1.3% | -13.8% | +12.5% | +2.7% |
| 30D | +15.7% | -10.5% | +26.2% | +18.6% |
| 3M | +5.0% | -28.9% | +33.9% | +13.9% |
| 6M | +37.7% | -49.7% | +87.4% | +64.8% |
| YTD | +75.0% | -64.9% | +139.9% | +130.3% |
| 1Y | +82.6% | -64.0% | +146.7% | +137.2% |
| 3Y | +241.3% | -77.4% | +318.7% | +401.8% |
| All | +137.8% | -74.6% | +212.4% | +184.6% |
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