+72.7%
STRL vs LH
+16.9%
+55.8%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.2% | -0.2% | -1.4% |
| 7D | +8.2% | -3.2% | +11.4% | +8.2% |
| 30D | -6.3% | +0.1% | -6.5% | -6.4% |
| 3M | -41.2% | +18.6% | -59.8% | -41.8% |
| 6M | +20.4% | +17.9% | +2.4% | +17.5% |
| YTD | +61.7% | +28.9% | +32.8% | +60.0% |
| 1Y | +72.7% | +16.6% | +56.1% | +73.4% |
| All | +72.7% | +16.9% | +55.8% | +73.4% |
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