+6,817.6%
STT vs LH
+1,581.5%
+5,236.0%
-82.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.3% | +0.7% | +0.5% |
| 7D | +1.1% | +4.8% | -3.7% | +0.2% |
| 30D | -1.9% | +18.8% | -20.7% | -5.4% |
| 3M | -7.6% | +15.7% | -23.3% | -10.5% |
| 6M | +16.0% | +46.7% | -30.7% | +6.7% |
| YTD | +36.2% | +48.9% | -12.7% | +24.8% |
| 1Y | +46.8% | +43.5% | +3.3% | +35.5% |
| 3Y | +177.8% | +86.9% | +90.9% | +141.9% |
| 5Y | +105.8% | +60.4% | +45.4% | +84.4% |
| 10Y | +197.6% | +260.7% | -63.1% | +127.1% |
| All | +6,817.6% | +1,581.5% | +5,236.0% | +3,849.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling