+194.0%
STT vs LH
+261.9%
-67.9%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.5% | +0.4% | +0.1% |
| 7D | +4.8% | +1.1% | +3.7% | +4.2% |
| 30D | +3.9% | +16.7% | -12.8% | -3.8% |
| 3M | -8.2% | +15.1% | -23.2% | -14.7% |
| 6M | +15.6% | +46.3% | -30.7% | -5.2% |
| YTD | +37.6% | +48.8% | -11.1% | +11.4% |
| 1Y | +50.1% | +39.7% | +10.4% | +25.4% |
| 3Y | +183.1% | +87.0% | +96.0% | +99.4% |
| 5Y | +104.8% | +53.0% | +51.8% | +57.1% |
| All | +194.0% | +261.9% | -67.9% | +47.4% |
Cumulative growth
Daily Returns
Daily percentage return beside LH.
Daily Out/Under-Performance
Portfolio return minus LH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LH 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 10y: compounded portfolio wealth divided by compounded LH 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…
10y analysis · Full analysis span regression · 6 months rolling