+664.5%
STM vs LH
+185.6%
+478.9%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.2% | +0.3% | -0.2% |
| 7D | +1.7% | -3.2% | +4.8% | +3.5% |
| 30D | -5.2% | +0.1% | -5.3% | -5.3% |
| 3M | -29.6% | +18.6% | -48.2% | -36.9% |
| 6M | +54.4% | +17.9% | +36.4% | +38.0% |
| YTD | +99.5% | +28.9% | +70.6% | +68.8% |
| 1Y | +100.8% | +16.6% | +84.1% | +79.3% |
| 3Y | +20.2% | +63.6% | -43.4% | -14.8% |
| 5Y | +21.1% | +30.0% | -8.9% | -2.7% |
| 10Y | +664.5% | +191.9% | +472.6% | +289.3% |
| All | +664.5% | +185.6% | +478.9% | +289.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling