-24.7%
STRL vs LTH
+85.5%
-110.2%
-75.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.1% | -1.5% | -0.9% |
| 7D | -19.8% | +6.4% | -26.2% | -23.2% |
| 30D | -43.6% | +16.7% | -60.3% | -49.3% |
| 3M | -45.2% | +11.7% | -56.9% | -49.4% |
| 6M | -65.7% | +48.5% | -114.2% | -76.9% |
| YTD | -5.4% | +78.4% | -83.8% | -48.5% |
| 1Y | -24.7% | +89.7% | -114.4% | -60.2% |
| All | -24.7% | +85.5% | -110.2% | -60.2% |
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