+9,818.1%
STZ vs LH
+562.6%
+9,255.5%
-67.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.4% | +0.7% | -0.5% |
| 7D | -1.9% | -2.5% | +0.5% | -1.6% |
| 30D | -1.9% | +4.3% | -6.2% | -2.5% |
| 3M | -6.2% | +25.5% | -31.8% | -9.4% |
| 6M | -14.0% | +17.0% | -31.0% | -16.1% |
| YTD | -5.1% | +31.3% | -36.4% | -9.1% |
| 1Y | -9.6% | +20.0% | -29.5% | -12.2% |
| 3Y | -47.2% | +63.9% | -111.1% | -51.2% |
| 5Y | -33.6% | +30.9% | -64.4% | -36.9% |
| 10Y | -9.8% | +191.4% | -201.2% | -23.9% |
| All | +9,818.1% | +562.6% | +9,255.5% | +7,630.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling