-64.0%
STLA vs LH
+41.3%
-105.4%
-68.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.5% | -0.5% | -0.8% |
| 7D | -13.8% | +1.1% | -14.8% | -14.1% |
| 30D | -10.5% | +16.7% | -27.3% | -14.5% |
| 3M | -28.9% | +15.1% | -44.0% | -31.8% |
| 6M | -49.7% | +46.3% | -96.1% | -54.8% |
| YTD | -64.9% | +48.8% | -113.7% | -69.0% |
| 1Y | -64.0% | +39.7% | -103.7% | -66.0% |
| All | -64.0% | +41.3% | -105.4% | -66.0% |
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