+97.4%
STM vs LH
+17.9%
+79.5%
-39.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.6% | +0.1% | -0.6% |
| 7D | +5.2% | -0.8% | +6.0% | +5.1% |
| 30D | -7.4% | +2.0% | -9.4% | -7.2% |
| 3M | -30.6% | +24.3% | -54.9% | -29.9% |
| 6M | +66.4% | +21.1% | +45.3% | +68.8% |
| YTD | +101.1% | +30.4% | +70.7% | +101.3% |
| 1Y | +97.4% | +18.4% | +79.0% | +99.7% |
| All | +97.4% | +17.9% | +79.5% | +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