+3,667.9%
STRL vs LH
+261.9%
+3,406.0%
-75.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -0.5% | -2.6% | -2.8% |
| 7D | +15.7% | +1.1% | +14.6% | +15.2% |
| 30D | -35.5% | +16.7% | -52.2% | -39.9% |
| 3M | -47.1% | +15.1% | -62.2% | -50.6% |
| 6M | -65.8% | +46.3% | -112.1% | -71.7% |
| YTD | -4.5% | +48.8% | -53.3% | -21.6% |
| 1Y | -10.5% | +39.7% | -50.2% | -24.4% |
| 3Y | +340.6% | +87.0% | +253.6% | +214.1% |
| 5Y | +911.0% | +53.0% | +858.0% | +680.6% |
| All | +3,667.9% | +261.9% | +3,406.0% | +1,822.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling