+78.1%
STM vs LTH
+84.4%
-6.3%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | -1.3% | +5.7% | +4.7% |
| 7D | -10.7% | +4.5% | -15.2% | -11.8% |
| 30D | -25.7% | +16.3% | -42.1% | -28.8% |
| 3M | -21.6% | +8.4% | -29.9% | -23.2% |
| 6M | -27.8% | +40.3% | -68.1% | -36.6% |
| YTD | +61.8% | +77.3% | -15.5% | +30.0% |
| 1Y | +78.1% | +88.0% | -9.9% | +41.8% |
| All | +78.1% | +84.4% | -6.3% | +41.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling