+357.9%
STRL vs LTH
+249.2%
+108.7%
-75.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | +0.2% | +4.7% | +4.8% |
| 7D | +7.1% | +0.3% | +6.8% | +6.9% |
| 30D | -39.4% | +17.7% | -57.1% | -44.3% |
| 3M | -43.0% | +8.5% | -51.4% | -45.7% |
| 6M | -65.0% | +46.9% | -111.9% | -72.0% |
| YTD | -0.8% | +78.8% | -79.6% | -27.6% |
| 1Y | -20.3% | +84.9% | -105.2% | -42.6% |
| All | +357.9% | +249.2% | +108.7% | +166.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling