+239.2%
STRL vs LTH
+268.4%
-29.2%
-75.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -1.3% | +4.8% | +4.0% |
| 7D | -26.9% | +4.5% | -31.4% | -28.6% |
| 30D | -52.7% | +16.3% | -69.0% | -56.0% |
| 3M | -52.8% | +8.4% | -61.2% | -54.9% |
| 6M | -71.5% | +40.3% | -111.8% | -76.2% |
| YTD | -17.4% | +77.3% | -94.7% | -37.8% |
| 1Y | -35.0% | +88.0% | -122.9% | -52.0% |
| 3Y | +239.2% | +274.3% | -35.0% | +143.2% |
| All | +239.2% | +268.4% | -29.2% | +143.2% |
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 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