-4.5%
STM vs LTH
+143.1%
-147.5%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +0.2% | +3.3% | +3.4% |
| 7D | +1.4% | +0.3% | +1.2% | +1.3% |
| 30D | -8.4% | +17.7% | -26.1% | -13.4% |
| 3M | -15.8% | +8.5% | -24.3% | -18.5% |
| 6M | -22.8% | +46.9% | -69.8% | -32.8% |
| YTD | +79.4% | +78.8% | +0.6% | +45.4% |
| 1Y | +97.0% | +84.9% | +12.1% | +57.8% |
| 3Y | +14.2% | +246.4% | -232.2% | -27.6% |
| 5Y | -4.5% | +129.6% | -134.0% | -43.3% |
| All | -4.5% | +143.1% | -147.5% | -43.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling