+16.7%
STM vs LH
+86.5%
-69.7%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.5% | +1.1% | +0.7% |
| 7D | +12.0% | +1.1% | +10.9% | +11.7% |
| 30D | -0.4% | +16.7% | -17.1% | -4.1% |
| 3M | -13.2% | +15.1% | -28.3% | -16.3% |
| 6M | -26.1% | +46.3% | -72.4% | -34.5% |
| YTD | +81.2% | +48.8% | +32.4% | +58.7% |
| 1Y | +98.3% | +39.7% | +58.6% | +78.5% |
| 3Y | +16.7% | +87.0% | -70.3% | -11.4% |
| All | +16.7% | +86.5% | -69.7% | -11.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling