+49.3%
STT vs LH
+43.1%
+6.2%
-14.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.4% | +1.1% | +1.4% |
| 7D | +0.4% | +1.2% | -0.8% | +0.2% |
| 30D | -0.4% | +18.0% | -18.4% | -3.4% |
| 3M | -6.5% | +15.7% | -22.2% | -8.9% |
| 6M | +17.2% | +46.6% | -29.5% | +7.9% |
| YTD | +38.2% | +49.5% | -11.3% | +25.4% |
| 1Y | +49.3% | +40.2% | +9.1% | +39.1% |
| All | +49.3% | +43.1% | +6.2% | +39.1% |
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