+1,144.9%
STX vs LH
+31.3%
+1,113.6%
-57.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.5% | -0.6% | +7.1% | +6.7% |
| 7D | +10.7% | -0.8% | +11.6% | +10.9% |
| 30D | +11.3% | +2.0% | +9.3% | +10.5% |
| 3M | +3.2% | +24.3% | -21.0% | -4.3% |
| 6M | +157.0% | +21.1% | +135.9% | +140.1% |
| YTD | +229.2% | +30.4% | +198.8% | +196.9% |
| 1Y | +381.8% | +18.4% | +363.5% | +349.0% |
| 3Y | +1,383.2% | +65.5% | +1,317.7% | +1,049.5% |
| 5Y | +1,144.9% | +29.9% | +1,115.0% | +936.4% |
| All | +1,144.9% | +31.3% | +1,113.6% | +936.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling