-29.4%
STZ vs LH
+62.5%
-91.9%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +0.9% | -2.7% | -2.1% |
| 7D | +4.9% | +1.4% | +3.5% | +4.5% |
| 30D | +20.9% | +17.5% | +3.4% | +15.0% |
| 3M | +8.0% | +16.1% | -8.1% | +3.0% |
| 6M | -5.3% | +43.4% | -48.7% | -15.7% |
| YTD | +5.9% | +47.2% | -41.3% | -6.9% |
| 1Y | +14.2% | +50.1% | -35.9% | -0.3% |
| 3Y | -37.0% | +81.2% | -118.1% | -48.7% |
| All | -29.4% | +62.5% | -91.9% | -42.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling