+1.1%
STZ vs LH
+263.9%
-262.7%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +0.9% | -2.7% | -2.1% |
| 7D | +4.9% | +1.4% | +3.5% | +4.4% |
| 30D | +20.9% | +17.5% | +3.4% | +13.6% |
| 3M | +8.0% | +16.1% | -8.1% | +1.7% |
| 6M | -5.3% | +43.4% | -48.7% | -17.9% |
| YTD | +5.9% | +47.2% | -41.3% | -9.5% |
| 1Y | +14.2% | +50.1% | -35.9% | -3.2% |
| 3Y | -37.0% | +81.2% | -118.1% | -51.1% |
| 5Y | -29.7% | +63.7% | -93.4% | -44.4% |
| All | +1.1% | +263.9% | -262.7% | -48.8% |
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