+1,138.4%
STRL vs LTH
+180.7%
+957.7%
-75.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +2.2% | -5.2% | -3.7% |
| 7D | +15.7% | -1.3% | +16.9% | +16.0% |
| 30D | -35.5% | +15.7% | -51.1% | -38.8% |
| 3M | -47.1% | +5.0% | -52.1% | -48.4% |
| 6M | -65.8% | +37.7% | -103.4% | -69.7% |
| YTD | -4.5% | +75.0% | -79.5% | -21.4% |
| 1Y | -10.5% | +82.6% | -93.1% | -27.1% |
| 3Y | +340.6% | +241.3% | +99.3% | +208.1% |
| 5Y | +911.0% | +135.4% | +775.6% | +627.8% |
| All | +1,138.4% | +180.7% | +957.7% | +790.8% |
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