+76.3%
STT vs LTH
+46.4%
+29.8%
-11.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2025-09-08 to 2026-09-08.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.8% | +0.5% | -1.0% |
| 7D | +2.2% | +1.5% | +0.6% | +2.0% |
| 30D | +3.9% | -3.1% | +7.0% | +4.2% |
| 3M | +19.2% | +28.1% | -8.9% | +15.3% |
| 6M | +60.4% | +67.4% | -7.0% | +48.4% |
| YTD | +51.5% | +59.8% | -8.3% | +41.6% |
| 1Y | +76.3% | +45.6% | +30.7% | +69.6% |
| All | +76.3% | +46.4% | +29.8% | +69.6% |
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 2025-09-08 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…
2025-09-08 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling