+7,178.3%
STRL vs LH
+186.0%
+6,992.3%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | -0.6% | +3.9% | +3.5% |
| 7D | +10.1% | -0.8% | +10.9% | +10.4% |
| 30D | -8.2% | +2.0% | -10.2% | -9.1% |
| 3M | -43.7% | +24.3% | -67.9% | -49.5% |
| 6M | +27.1% | +21.1% | +6.0% | +15.5% |
| YTD | +64.0% | +30.4% | +33.5% | +43.8% |
| 1Y | +75.2% | +18.4% | +56.8% | +59.5% |
| 3Y | +539.9% | +65.5% | +474.4% | +385.7% |
| 5Y | +2,133.0% | +29.9% | +2,103.1% | +1,770.9% |
| 10Y | +7,178.3% | +186.6% | +6,991.6% | +4,151.8% |
| All | +7,178.3% | +186.0% | +6,992.3% | +4,151.8% |
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