+613.2%
STX vs LTH
+183.0%
+430.2%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.8% | -0.5% | +10.3% | +9.9% |
| 7D | -14.8% | +7.0% | -21.8% | -16.0% |
| 30D | -35.4% | +15.4% | -50.8% | -37.3% |
| 3M | -37.7% | +7.0% | -44.7% | -38.8% |
| 6M | -35.2% | +46.9% | -82.1% | -41.2% |
| YTD | +84.4% | +76.4% | +8.0% | +59.3% |
| 1Y | +82.3% | +83.7% | -1.5% | +55.9% |
| 3Y | +646.2% | +248.9% | +397.3% | +438.5% |
| 5Y | +487.4% | +141.8% | +345.6% | +304.9% |
| All | +613.2% | +183.0% | +430.2% | +390.1% |
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