+124.4%
STT vs LTH
+183.0%
-58.5%
-41.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | -0.5% | +3.7% | +3.3% |
| 7D | +0.9% | +7.0% | -6.1% | -0.7% |
| 30D | -2.3% | +15.4% | -17.8% | -5.7% |
| 3M | -7.0% | +7.0% | -14.0% | -8.7% |
| 6M | +15.5% | +46.9% | -31.4% | +4.7% |
| YTD | +35.6% | +76.4% | -40.8% | +16.6% |
| 1Y | +47.9% | +83.7% | -35.9% | +25.8% |
| 3Y | +181.1% | +248.9% | -67.8% | +96.8% |
| 5Y | +108.2% | +141.8% | -33.6% | +46.0% |
| All | +124.4% | +183.0% | -58.5% | +61.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling