-54.4%
STRL vs LTH
+5.6%
-60.1%
-59.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3mo.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.9% | +0.8% | -14.6% | -13.5% |
| 7D | -34.6% | +5.3% | -39.9% | -32.2% |
| 30D | -56.7% | +18.3% | -74.9% | -55.3% |
| 3M | -54.4% | +5.4% | -59.8% | -50.4% |
| All | -54.4% | +5.6% | -60.1% | -50.4% |
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 3mo: 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…
3mo analysis · Full analysis span regression · Available span rolling