+16,011.1%
STX vs LH
+1,586.0%
+14,425.1%
-88.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | -1.4% | +7.7% | +7.0% |
| 7D | +2.4% | -2.5% | +4.8% | +3.4% |
| 30D | +1.4% | +4.3% | -3.0% | -0.8% |
| 3M | -8.2% | +25.5% | -33.7% | -18.3% |
| 6M | +127.0% | +17.0% | +110.1% | +108.5% |
| YTD | +209.1% | +31.3% | +177.9% | +167.6% |
| 1Y | +365.4% | +20.0% | +345.5% | +316.4% |
| 3Y | +1,135.4% | +63.9% | +1,071.5% | +831.9% |
| 5Y | +991.5% | +30.9% | +960.7% | +806.6% |
| 10Y | +3,695.8% | +191.4% | +3,504.4% | +1,846.0% |
| All | +16,011.1% | +1,586.0% | +14,425.1% | +3,786.1% |
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