-65.6%
STLA vs LH
+64.5%
-130.1%
-80.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -0.6% | -2.4% | -2.8% |
| 7D | +0.7% | -0.8% | +1.6% | +1.1% |
| 30D | -2.4% | +2.0% | -4.4% | -3.2% |
| 3M | -23.9% | +24.3% | -48.1% | -30.8% |
| 6M | -24.6% | +21.1% | -45.7% | -30.7% |
| YTD | -50.5% | +30.4% | -81.0% | -56.2% |
| 1Y | -39.8% | +18.4% | -58.2% | -44.6% |
| 3Y | -65.6% | +65.5% | -131.1% | -73.0% |
| All | -65.6% | +64.5% | -130.1% | -73.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling