+128.1%
STT vs LTH
+174.8%
-46.7%
-41.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -4.2% | +3.9% | +0.7% |
| 7D | +5.1% | -4.6% | +9.8% | +6.3% |
| 30D | -0.2% | +14.8% | -15.1% | -3.6% |
| 3M | -8.1% | +3.9% | -12.1% | -9.2% |
| 6M | +16.6% | +35.5% | -18.9% | +7.8% |
| YTD | +37.8% | +71.3% | -33.5% | +19.3% |
| 1Y | +46.8% | +75.7% | -28.9% | +26.2% |
| 3Y | +181.2% | +231.9% | -50.8% | +99.3% |
| 5Y | +105.1% | +130.5% | -25.3% | +44.0% |
| All | +128.1% | +174.8% | -46.7% | +65.6% |
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 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