+2,022.6%
STRL vs LH
+31.5%
+1,991.1%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.8% | -1.4% | +7.1% | +6.2% |
| 7D | +3.4% | -2.5% | +5.8% | +4.2% |
| 30D | -9.2% | +4.3% | -13.6% | -10.5% |
| 3M | -51.0% | +25.5% | -76.6% | -55.0% |
| 6M | +15.8% | +17.0% | -1.2% | +9.1% |
| YTD | +58.9% | +31.3% | +27.6% | +43.8% |
| 1Y | +68.5% | +20.0% | +48.6% | +56.7% |
| 3Y | +485.2% | +63.9% | +421.4% | +372.2% |
| All | +2,022.6% | +31.5% | +1,991.1% | +1,608.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling