-24.4%
STRL vs LH
+49.3%
-73.7%
-75.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +15.0% | +1.4% | +13.5% | +14.9% |
| 7D | -13.3% | +4.6% | -17.9% | -13.1% |
| 30D | -43.3% | +19.1% | -62.5% | -43.5% |
| 3M | -46.9% | +16.7% | -63.6% | -47.1% |
| 6M | -65.6% | +47.0% | -112.6% | -67.8% |
| YTD | -5.1% | +49.3% | -54.4% | -7.9% |
| All | -24.4% | +49.3% | -73.7% | -27.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling