+189.2%
STLA vs LH
+503.3%
-314.1%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.4% | -1.7% | -0.9% |
| 7D | -6.4% | +4.6% | -10.9% | -8.4% |
| 30D | -1.3% | +19.1% | -20.5% | -9.3% |
| 3M | -19.9% | +16.7% | -36.7% | -25.8% |
| 6M | -42.9% | +47.0% | -89.9% | -53.1% |
| YTD | -59.4% | +49.3% | -108.7% | -67.0% |
| 1Y | -56.8% | +48.6% | -105.5% | -64.9% |
| 3Y | -73.1% | +87.8% | -160.9% | -80.8% |
| 5Y | -70.1% | +65.0% | -135.1% | -77.7% |
| 10Y | +19.8% | +275.0% | -255.2% | -42.3% |
| All | +189.2% | +503.3% | -314.1% | +22.6% |
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