+155.8%
STT vs LH
+28.2%
+127.6%
-41.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.2% | +1.2% | +0.5% |
| 7D | +1.0% | -3.2% | +4.2% | +2.5% |
| 30D | +2.8% | +0.1% | +2.6% | +2.6% |
| 3M | +18.1% | +18.6% | -0.5% | +8.6% |
| 6M | +59.2% | +17.9% | +41.3% | +46.4% |
| YTD | +51.5% | +28.9% | +22.5% | +32.8% |
| 1Y | +75.7% | +16.6% | +59.0% | +61.3% |
| 3Y | +200.8% | +63.6% | +137.2% | +126.5% |
| 5Y | +155.8% | +30.0% | +125.8% | +98.6% |
| All | +155.8% | +28.2% | +127.6% | +98.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling