+143.5%
LTH vs STLA
-59.9%
+203.5%
-58.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.3% | -1.0% | 0.0% |
| 7D | -0.6% | +2.6% | -3.2% | -1.5% |
| 30D | -4.6% | -1.2% | -3.3% | -4.6% |
| 3M | +32.8% | -24.8% | +57.6% | +43.4% |
| 6M | +64.6% | -25.6% | +90.2% | +77.5% |
| YTD | +62.6% | -48.9% | +111.6% | +94.5% |
| 1Y | +49.9% | -38.8% | +88.7% | +65.0% |
| 3Y | +151.3% | -64.5% | +215.9% | +220.6% |
| All | +143.5% | -59.9% | +203.5% | +154.9% |
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 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