+90.1%
STM vs LH
+48.9%
+41.2%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.3% | +0.6% | +0.3% |
| 7D | -7.9% | +4.8% | -12.7% | -7.2% |
| 30D | -14.1% | +18.8% | -33.0% | -11.6% |
| 3M | -17.6% | +15.7% | -33.3% | -15.5% |
| 6M | -24.2% | +46.7% | -70.9% | -21.0% |
| YTD | +73.3% | +48.9% | +24.4% | +79.4% |
| 1Y | +90.1% | +43.5% | +46.6% | +99.7% |
| All | +90.1% | +48.9% | +41.2% | +99.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling