-9.2%
STM vs LH
+63.0%
-72.2%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.8% | +1.4% | +5.3% | +6.1% |
| 7D | -5.6% | +4.6% | -10.1% | -7.4% |
| 30D | -14.4% | +19.1% | -33.6% | -20.9% |
| 3M | -20.5% | +16.7% | -37.2% | -26.0% |
| 6M | -24.5% | +47.0% | -71.5% | -38.1% |
| YTD | +72.7% | +49.3% | +23.4% | +39.8% |
| 1Y | +91.0% | +48.6% | +42.4% | +54.8% |
| 3Y | +13.5% | +87.8% | -74.3% | -22.7% |
| 5Y | -9.2% | +65.0% | -74.2% | -36.9% |
| All | -9.2% | +63.0% | -72.2% | -36.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling