+10,374.7%
STX vs LH
+1,819.8%
+8,554.8%
-88.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.0% | +0.4% | +9.6% | +9.8% |
| 7D | -1.0% | +1.2% | -2.2% | -1.3% |
| 30D | -26.8% | +18.0% | -44.7% | -31.9% |
| 3M | -32.7% | +15.7% | -48.4% | -37.3% |
| 6M | -33.7% | +46.6% | -80.4% | -45.3% |
| YTD | +101.0% | +49.5% | +51.5% | +63.6% |
| 1Y | +92.7% | +40.2% | +52.5% | +61.4% |
| 3Y | +708.7% | +87.6% | +621.1% | +473.8% |
| 5Y | +504.0% | +59.3% | +444.7% | +357.6% |
| 10Y | +2,108.4% | +266.1% | +1,842.3% | +914.2% |
| All | +10,374.7% | +1,819.8% | +8,554.8% | +2,275.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling