+21.7%
STM vs LH
+65.1%
-43.4%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -1.4% | +3.3% | +2.3% |
| 7D | +5.8% | -2.5% | +8.2% | +6.5% |
| 30D | -1.0% | +4.3% | -5.3% | -2.3% |
| 3M | -33.3% | +25.5% | -58.8% | -38.4% |
| 6M | +57.4% | +17.0% | +40.4% | +49.4% |
| YTD | +102.2% | +31.3% | +70.9% | +82.0% |
| 1Y | +99.6% | +20.0% | +79.6% | +86.3% |
| All | +21.7% | +65.1% | -43.4% | -5.8% |
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