+46.8%
STT vs LH
+41.7%
+5.2%
-14.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | 0.0% | -0.3% | -0.3% |
| 7D | +5.1% | +2.5% | +2.6% | +4.6% |
| 30D | -0.2% | +18.7% | -18.9% | -3.4% |
| 3M | -8.1% | +15.3% | -23.5% | -10.5% |
| 6M | +16.6% | +45.4% | -28.7% | +7.6% |
| YTD | +37.8% | +49.5% | -11.7% | +24.6% |
| 1Y | +46.8% | +41.4% | +5.4% | +36.2% |
| All | +46.8% | +41.7% | +5.2% | +36.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling