+22.5%
STM vs LH
+31.3%
-8.8%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.6% | +0.1% | -0.2% |
| 7D | +5.2% | -0.8% | +6.0% | +5.6% |
| 30D | -7.4% | +2.0% | -9.4% | -8.3% |
| 3M | -30.6% | +24.3% | -54.9% | -38.2% |
| 6M | +66.4% | +21.1% | +45.3% | +49.6% |
| YTD | +101.1% | +30.4% | +70.7% | +73.2% |
| 1Y | +97.4% | +18.4% | +79.0% | +78.5% |
| 3Y | +21.1% | +65.5% | -44.3% | -12.7% |
| 5Y | +22.5% | +29.9% | -7.4% | -2.3% |
| All | +22.5% | +31.3% | -8.8% | -2.3% |
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