+1,131.1%
STRL vs LTH
+183.0%
+948.1%
-75.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +15.0% | -0.5% | +15.5% | +15.1% |
| 7D | -13.3% | +7.0% | -20.4% | -15.6% |
| 30D | -43.3% | +15.4% | -58.8% | -46.2% |
| 3M | -46.9% | +7.0% | -53.9% | -48.4% |
| 6M | -65.6% | +46.9% | -112.4% | -70.2% |
| YTD | -5.1% | +76.4% | -81.5% | -22.0% |
| 1Y | -23.1% | +83.7% | -106.8% | -37.4% |
| 3Y | +346.8% | +248.9% | +98.0% | +211.0% |
| 5Y | +907.2% | +141.8% | +765.3% | +624.1% |
| All | +1,131.1% | +183.0% | +948.1% | +784.0% |
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