+1,095.8%
STX vs LTH
+160.9%
+934.9%
-57.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | +0.3% | +6.0% | +6.3% |
| 7D | +2.4% | -0.6% | +3.0% | +2.5% |
| 30D | +1.4% | -4.6% | +6.0% | +2.3% |
| 3M | -8.2% | +32.8% | -41.0% | -14.5% |
| 6M | +127.0% | +64.6% | +62.4% | +100.2% |
| YTD | +209.1% | +62.6% | +146.5% | +172.6% |
| 1Y | +365.4% | +49.9% | +315.5% | +316.9% |
| 3Y | +1,135.4% | +151.3% | +984.1% | +860.8% |
| All | +1,095.8% | +160.9% | +934.9% | +738.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling