+6,901.4%
STT vs LH
+1,588.1%
+5,313.3%
-82.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -3.8% |
| 3M | -8.1% | +15.3% | -23.5% | -11.0% |
| 6M | +16.6% | +45.4% | -28.7% | +7.5% |
| YTD | +37.8% | +49.5% | -11.7% | +26.2% |
| 1Y | +46.8% | +41.4% | +5.4% | +36.0% |
| 3Y | +181.2% | +87.6% | +93.5% | +144.6% |
| 5Y | +105.1% | +53.8% | +51.4% | +85.3% |
| 10Y | +202.3% | +266.2% | -63.8% | +130.1% |
| All | +6,901.4% | +1,588.1% | +5,313.3% | +3,894.4% |
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