+48.7%
STLA vs LH
+185.6%
-136.9%
-80.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -1.2% | -0.7% | -1.3% |
| 7D | +0.4% | -3.2% | +3.6% | +2.0% |
| 30D | -5.2% | +0.1% | -5.3% | -5.3% |
| 3M | -24.9% | +18.6% | -43.5% | -31.5% |
| 6M | -25.2% | +17.9% | -43.1% | -31.7% |
| YTD | -51.4% | +28.9% | -80.4% | -57.9% |
| 1Y | -40.7% | +16.6% | -57.3% | -46.1% |
| 3Y | -66.3% | +63.6% | -129.8% | -74.7% |
| 5Y | -63.2% | +30.0% | -93.3% | -69.5% |
| 10Y | +48.7% | +191.9% | -143.2% | -26.8% |
| All | +48.7% | +185.6% | -136.9% | -26.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling