+7,688.9%
STT vs LH
+1,382.1%
+6,306.8%
-82.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.4% | +1.6% | +0.5% |
| 7D | +0.5% | -2.5% | +2.9% | +1.0% |
| 30D | +3.9% | +4.3% | -0.5% | +2.9% |
| 3M | +20.0% | +25.5% | -5.6% | +14.2% |
| 6M | +55.3% | +17.0% | +38.3% | +50.0% |
| YTD | +53.3% | +31.3% | +22.1% | +44.4% |
| 1Y | +74.7% | +20.0% | +54.7% | +67.4% |
| 3Y | +205.8% | +63.9% | +142.0% | +174.0% |
| 5Y | +145.0% | +30.9% | +114.1% | +129.1% |
| 10Y | +266.0% | +191.4% | +74.6% | +191.1% |
| All | +7,688.9% | +1,382.1% | +6,306.8% | +4,472.1% |
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 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