+260.3%
STT vs LH
+179.1%
+81.2%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -4.4% | +4.1% | +1.8% |
| 7D | -1.4% | -7.4% | +6.0% | +2.3% |
| 30D | +2.2% | -4.6% | +6.8% | +4.4% |
| 3M | +18.8% | +14.5% | +4.3% | +10.6% |
| 6M | +57.9% | +14.8% | +43.1% | +46.4% |
| YTD | +51.0% | +23.3% | +27.7% | +34.7% |
| 1Y | +77.1% | +13.6% | +63.5% | +63.9% |
| 3Y | +199.8% | +56.3% | +143.5% | +132.0% |
| 5Y | +156.0% | +25.2% | +130.8% | +117.6% |
| All | +260.3% | +179.1% | +81.2% | +101.7% |
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