-35.2%
STZ vs LH
+86.5%
-121.6%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.5% | +1.2% | +0.8% |
| 7D | +2.6% | +1.1% | +1.5% | +2.3% |
| 30D | +15.2% | +16.7% | -1.6% | +10.1% |
| 3M | +7.6% | +15.1% | -7.4% | +3.2% |
| 6M | +5.3% | +46.3% | -41.1% | -6.5% |
| YTD | +8.6% | +48.8% | -40.1% | -4.6% |
| 1Y | +15.6% | +39.7% | -24.1% | +3.6% |
| 3Y | -35.2% | +87.0% | -122.2% | -46.5% |
| All | -35.2% | +86.5% | -121.6% | -46.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling