+3,621.5%
STX vs LH
+185.6%
+3,435.9%
-57.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.2% | -0.9% | -1.6% |
| 7D | +9.6% | -3.2% | +12.8% | +10.8% |
| 30D | +10.6% | +0.1% | +10.5% | +10.3% |
| 3M | +4.8% | +18.6% | -13.8% | -2.6% |
| 6M | +137.3% | +17.9% | +119.3% | +120.5% |
| YTD | +222.5% | +28.9% | +193.5% | +187.8% |
| 1Y | +366.2% | +16.6% | +349.6% | +330.3% |
| 3Y | +1,352.9% | +63.6% | +1,289.4% | +1,039.8% |
| 5Y | +1,077.4% | +30.0% | +1,047.4% | +904.5% |
| 10Y | +3,621.5% | +191.9% | +3,429.6% | +1,950.2% |
| All | +3,621.5% | +185.6% | +3,435.9% | +1,950.2% |
Cumulative growth
Daily Returns
Daily percentage return beside LH.
Daily Out/Under-Performance
Portfolio return minus LH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LH 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 LH 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