+10,012.8%
STRL vs LH
+798.8%
+9,214.0%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +0.9% | +2.6% | +3.3% |
| 7D | -26.9% | +1.4% | -28.3% | -27.2% |
| 30D | -52.7% | +17.5% | -70.2% | -53.8% |
| 3M | -52.8% | +16.1% | -68.9% | -53.9% |
| 6M | -71.5% | +43.4% | -114.8% | -73.1% |
| YTD | -17.4% | +47.2% | -64.6% | -22.4% |
| 1Y | -35.0% | +50.1% | -85.1% | -39.0% |
| 3Y | +239.2% | +81.2% | +158.1% | +208.0% |
| 5Y | +830.2% | +63.7% | +766.4% | +753.3% |
| 10Y | +3,574.7% | +269.2% | +3,305.5% | +2,949.7% |
| All | +10,012.8% | +798.8% | +9,214.0% | +8,120.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling