+970.8%
STRL vs LTH
+184.4%
+786.4%
-75.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -1.3% | +4.8% | +3.9% |
| 7D | -26.9% | +4.5% | -31.4% | -28.3% |
| 30D | -52.7% | +16.3% | -69.0% | -55.2% |
| 3M | -52.8% | +8.4% | -61.2% | -54.4% |
| 6M | -71.5% | +40.3% | -111.8% | -74.9% |
| YTD | -17.4% | +77.3% | -94.7% | -32.2% |
| 1Y | -35.0% | +88.0% | -122.9% | -47.4% |
| 3Y | +239.2% | +274.3% | -35.0% | +131.7% |
| 5Y | +830.2% | +142.9% | +687.3% | +567.9% |
| All | +970.8% | +184.4% | +786.4% | +668.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling