+150.7%
STT vs LTH
+156.3%
-5.6%
-41.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-08 to 2026-09-08.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.8% | +0.5% | -0.8% |
| 7D | +2.2% | +1.5% | +0.6% | +1.8% |
| 30D | +3.9% | -3.1% | +7.0% | +4.6% |
| 3M | +19.2% | +28.1% | -8.9% | +12.0% |
| 6M | +60.4% | +67.4% | -7.0% | +40.1% |
| YTD | +51.5% | +59.8% | -8.3% | +33.6% |
| 1Y | +76.3% | +45.6% | +30.7% | +58.7% |
| 3Y | +200.7% | +162.0% | +38.7% | +125.3% |
| All | +150.7% | +156.3% | -5.6% | +85.3% |
Cumulative growth
Daily Returns
Daily percentage return beside LTH.
Daily Out/Under-Performance
Portfolio return minus LTH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LTH 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 2016-09-08 to 2026-09-08: compounded portfolio wealth divided by compounded LTH 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…
2016-09-08 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling