-52.6%
STLA vs LH
+44.2%
-96.9%
-66.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | +3.9% | -0.1% | +2.3% |
| 7D | -0.6% | +2.1% | -2.7% | -1.5% |
| 30D | +3.6% | +19.2% | -15.6% | -1.6% |
| 3M | -20.6% | +18.0% | -38.7% | -24.5% |
| 6M | -34.3% | +46.1% | -80.4% | -41.7% |
| YTD | -57.3% | +47.7% | -105.0% | -62.7% |
| 1Y | -52.6% | +47.2% | -99.9% | -59.1% |
| All | -52.6% | +44.2% | -96.9% | -59.1% |
Cumulative growth
Daily Returns
Daily percentage return beside LH.
Daily Out/Under-Performance
Portfolio return minus LH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LH 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 1y: compounded portfolio wealth divided by compounded LH 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…
1y analysis · Full analysis span regression · 6 months rolling