+0.8%
STLA vs LH
+263.2%
-262.5%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | +0.4% | -3.9% | -3.7% |
| 7D | -11.6% | +1.2% | -12.8% | -12.2% |
| 30D | -6.2% | +18.0% | -24.1% | -13.7% |
| 3M | -24.6% | +15.7% | -40.3% | -30.1% |
| 6M | -44.9% | +46.6% | -91.5% | -55.2% |
| YTD | -62.3% | +49.5% | -111.7% | -69.8% |
| 1Y | -61.8% | +40.2% | -102.0% | -68.3% |
| 3Y | -75.3% | +87.6% | -162.9% | -82.9% |
| 5Y | -72.5% | +59.3% | -131.8% | -79.6% |
| 10Y | +0.8% | +266.1% | -265.3% | -51.7% |
| All | +0.8% | +263.2% | -262.5% | -51.7% |
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