+1,960.5%
STRL vs LTH
+160.9%
+1,799.6%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.8% | +0.3% | +5.4% | +5.7% |
| 7D | +3.4% | -0.6% | +4.0% | +3.6% |
| 30D | -9.2% | -4.6% | -4.7% | -7.9% |
| 3M | -51.0% | +32.8% | -83.9% | -55.8% |
| 6M | +15.8% | +64.6% | -48.9% | -1.5% |
| YTD | +58.9% | +62.6% | -3.8% | +35.1% |
| 1Y | +68.5% | +49.9% | +18.6% | +46.1% |
| 3Y | +485.2% | +151.3% | +333.9% | +342.9% |
| All | +1,960.5% | +160.9% | +1,799.6% | +1,430.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling