+89.4%
STM vs LTH
+83.5%
+6.0%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.8% | -0.5% | +7.2% | +6.9% |
| 7D | -5.6% | +7.0% | -12.6% | -7.4% |
| 30D | -14.4% | +15.4% | -29.9% | -17.9% |
| 3M | -20.5% | +7.0% | -27.5% | -21.9% |
| 6M | -24.5% | +46.9% | -71.4% | -34.8% |
| YTD | +72.7% | +76.4% | -3.7% | +38.3% |
| All | +89.4% | +83.5% | +6.0% | +49.8% |
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