+1.5%
STLA vs LH
+261.9%
-260.4%
-84.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.5% | -0.5% | -0.8% |
| 7D | -13.8% | +1.1% | -14.8% | -14.3% |
| 30D | -10.5% | +16.7% | -27.3% | -17.2% |
| 3M | -28.9% | +15.1% | -44.0% | -33.9% |
| 6M | -49.7% | +46.3% | -96.1% | -59.1% |
| YTD | -64.9% | +48.8% | -113.7% | -71.9% |
| 1Y | -64.0% | +39.7% | -103.7% | -70.2% |
| 3Y | -77.4% | +87.0% | -164.5% | -84.3% |
| 5Y | -74.4% | +53.0% | -127.4% | -80.6% |
| All | +1.5% | +261.9% | -260.4% | -55.2% |
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