-38.8%
STLA vs LH
+20.0%
-58.8%
-58.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.4% | +2.7% | +1.5% |
| 7D | +2.6% | -2.5% | +5.0% | +3.0% |
| 30D | -1.2% | +4.3% | -5.6% | -1.9% |
| 3M | -24.8% | +25.5% | -50.3% | -27.9% |
| 6M | -25.6% | +17.0% | -42.5% | -27.7% |
| YTD | -48.9% | +31.3% | -80.2% | -51.3% |
| 1Y | -38.8% | +20.0% | -58.7% | -41.9% |
| All | -38.8% | +20.0% | -58.8% | -41.9% |
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