-25.9%
STRL vs LTH
+84.0%
-109.9%
-71.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -21.5% | +6.3% | -27.8% | -24.5% |
| 7D | -27.1% | +9.9% | -36.9% | -31.3% |
| 30D | -45.8% | +18.3% | -64.1% | -51.5% |
| 3M | -47.6% | +5.9% | -53.6% | -49.7% |
| 6M | -46.4% | +80.3% | -126.8% | -68.9% |
| YTD | -7.4% | +78.3% | -85.7% | -47.3% |
| 1Y | -25.9% | +81.0% | -106.9% | -58.1% |
| All | -25.9% | +84.0% | -109.9% | -58.1% |
Cumulative growth
Daily Returns
Daily percentage return beside LTH.
Daily Out/Under-Performance
Portfolio return minus LTH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LTH 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 LTH 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