+11.8%
STZ vs LH
+259.5%
-247.7%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +1.4% | +1.1% | +2.0% |
| 7D | +3.4% | +4.6% | -1.1% | +1.8% |
| 30D | +19.6% | +19.1% | +0.5% | +11.9% |
| 3M | +8.0% | +16.7% | -8.7% | +1.6% |
| 6M | -0.3% | +47.0% | -47.3% | -14.2% |
| YTD | +8.6% | +49.3% | -40.7% | -7.6% |
| 1Y | +17.3% | +48.6% | -31.3% | 0.0% |
| 3Y | -34.7% | +87.8% | -122.5% | -49.9% |
| 5Y | -27.6% | +65.0% | -92.7% | -42.7% |
| 10Y | +11.8% | +275.0% | -263.2% | -40.1% |
| All | +11.8% | +259.5% | -247.7% | -40.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling