+1,173.3%
STX vs LTH
+156.3%
+1,017.0%
-57.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.5% | -1.8% | +8.2% | +6.9% |
| 7D | +10.7% | +1.5% | +9.2% | +10.3% |
| 30D | +11.3% | -3.1% | +14.3% | +11.9% |
| 3M | +3.2% | +28.1% | -24.9% | -3.1% |
| 6M | +157.0% | +67.4% | +89.6% | +125.6% |
| YTD | +229.2% | +59.8% | +169.4% | +191.3% |
| 1Y | +381.8% | +45.6% | +336.3% | +334.3% |
| 3Y | +1,383.2% | +162.0% | +1,221.2% | +1,039.3% |
| All | +1,173.3% | +156.3% | +1,017.0% | +796.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling