-70.1%
STLA vs LH
+63.0%
-133.1%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.4% | -1.7% | -0.9% |
| 7D | -6.4% | +4.6% | -10.9% | -8.3% |
| 30D | -1.3% | +19.1% | -20.5% | -8.8% |
| 3M | -19.9% | +16.7% | -36.7% | -25.5% |
| 6M | -42.9% | +47.0% | -89.9% | -52.6% |
| YTD | -59.4% | +49.3% | -108.7% | -66.7% |
| 1Y | -56.8% | +48.6% | -105.5% | -64.5% |
| 3Y | -73.1% | +87.8% | -160.9% | -80.8% |
| 5Y | -70.1% | +65.0% | -135.1% | -79.0% |
| All | -70.1% | +63.0% | -133.1% | -79.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling