+15.8%
STM vs LTH
+180.7%
-165.0%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +2.2% | -1.6% | -0.1% |
| 7D | +12.0% | -1.3% | +13.3% | +12.4% |
| 30D | -0.4% | +15.7% | -16.0% | -5.3% |
| 3M | -13.2% | +5.0% | -18.2% | -15.1% |
| 6M | -26.1% | +37.7% | -63.7% | -34.1% |
| YTD | +81.2% | +75.0% | +6.2% | +48.1% |
| 1Y | +98.3% | +82.6% | +15.7% | +59.7% |
| 3Y | +16.7% | +241.3% | -224.6% | -25.3% |
| 5Y | -4.8% | +135.4% | -140.3% | -42.0% |
| All | +15.8% | +180.7% | -165.0% | -30.6% |
Cumulative growth
Daily Returns
Daily percentage return beside LTH.
Daily Out/Under-Performance
Portfolio return minus LTH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LTH 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 10y: compounded portfolio wealth divided by compounded LTH 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…
10y analysis · Full analysis span regression · 6 months rolling