+19,359.6%
STRL vs LH
+701.5%
+18,658.1%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.8% | -1.4% | +7.1% | +6.0% |
| 7D | +3.4% | -2.5% | +5.8% | +3.8% |
| 30D | -9.2% | +4.3% | -13.6% | -9.8% |
| 3M | -51.0% | +25.5% | -76.6% | -52.8% |
| 6M | +15.8% | +17.0% | -1.2% | +12.8% |
| YTD | +58.9% | +31.3% | +27.6% | +52.2% |
| 1Y | +68.5% | +20.0% | +48.6% | +63.3% |
| 3Y | +485.2% | +63.9% | +421.4% | +439.9% |
| 5Y | +2,005.1% | +30.9% | +1,974.3% | +1,895.8% |
| 10Y | +7,118.0% | +191.4% | +6,926.6% | +6,070.5% |
| All | +19,359.6% | +701.5% | +18,658.1% | +16,013.8% |
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