+153.8%
STT vs LTH
+160.9%
-7.1%
-41.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.3% | -0.2% | +0.1% |
| 7D | +0.5% | -0.6% | +1.1% | +0.6% |
| 30D | +3.9% | -4.6% | +8.4% | +4.9% |
| 3M | +20.0% | +32.8% | -12.9% | +11.7% |
| 6M | +55.3% | +64.6% | -9.3% | +36.3% |
| YTD | +53.3% | +62.6% | -9.3% | +34.7% |
| 1Y | +74.7% | +49.9% | +24.8% | +56.1% |
| 3Y | +205.8% | +151.3% | +54.5% | +132.0% |
| All | +153.8% | +160.9% | -7.1% | +86.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling