+203.1%
STT vs LH
+263.2%
-60.1%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.4% | +1.1% | +1.3% |
| 7D | +0.4% | +1.2% | -0.8% | -0.1% |
| 30D | -0.4% | +18.0% | -18.4% | -8.4% |
| 3M | -6.5% | +15.7% | -22.2% | -13.3% |
| 6M | +17.2% | +46.6% | -29.5% | -4.0% |
| YTD | +38.2% | +49.5% | -11.3% | +11.6% |
| 1Y | +49.3% | +40.2% | +9.1% | +24.5% |
| 3Y | +181.9% | +87.6% | +94.3% | +98.3% |
| 5Y | +106.9% | +59.3% | +47.6% | +55.4% |
| 10Y | +203.1% | +266.1% | -62.9% | +48.6% |
| All | +203.1% | +263.2% | -60.1% | +48.6% |
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