-10.5%
STRL vs LH
+41.3%
-51.8%
-75.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -0.5% | -2.6% | -3.0% |
| 7D | +15.7% | +1.1% | +14.6% | +15.6% |
| 30D | -35.5% | +16.7% | -52.2% | -35.8% |
| 3M | -47.1% | +15.1% | -62.2% | -47.4% |
| 6M | -65.8% | +46.3% | -112.1% | -68.4% |
| YTD | -4.5% | +48.8% | -53.3% | -9.9% |
| 1Y | -10.5% | +39.7% | -50.2% | -15.1% |
| All | -10.5% | +41.3% | -51.8% | -15.1% |
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