+1,187.0%
STRL vs LTH
+186.8%
+1,000.2%
-75.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | +0.2% | +4.7% | +4.9% |
| 7D | +7.1% | +0.3% | +6.8% | +7.0% |
| 30D | -39.4% | +17.7% | -57.1% | -42.8% |
| 3M | -43.0% | +8.5% | -51.4% | -44.9% |
| 6M | -65.0% | +46.9% | -111.9% | -69.7% |
| YTD | -0.8% | +78.8% | -79.6% | -18.7% |
| 1Y | -20.3% | +84.9% | -105.2% | -35.3% |
| 3Y | +356.5% | +246.4% | +110.1% | +217.9% |
| 5Y | +952.8% | +129.6% | +823.3% | +654.5% |
| All | +1,187.0% | +186.8% | +1,000.2% | +820.6% |
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