+263.8%
STLA vs LH
+430.4%
-166.6%
-80.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.4% | +2.7% | +2.0% |
| 7D | +2.6% | -2.5% | +5.0% | +3.8% |
| 30D | -1.2% | +4.3% | -5.6% | -3.3% |
| 3M | -24.8% | +25.5% | -50.3% | -33.1% |
| 6M | -25.6% | +17.0% | -42.5% | -31.5% |
| YTD | -48.9% | +31.3% | -80.2% | -55.8% |
| 1Y | -38.8% | +20.0% | -58.7% | -44.9% |
| 3Y | -64.5% | +63.9% | -128.4% | -73.0% |
| 5Y | -62.4% | +30.9% | -93.3% | -68.6% |
| 10Y | +55.4% | +191.4% | -136.0% | -16.5% |
| All | +263.8% | +430.4% | -166.6% | +64.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling