+11,174.7%
STZ vs LH
+636.4%
+10,538.2%
-67.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.2% | +0.6% | -0.5% |
| 7D | +11.8% | -1.3% | +13.1% | +12.0% |
| 30D | +26.0% | +16.6% | +9.4% | +23.1% |
| 3M | +11.5% | +16.0% | -4.4% | +9.0% |
| 6M | -2.0% | +42.0% | -43.9% | -7.1% |
| YTD | +7.9% | +45.9% | -38.0% | +1.7% |
| 1Y | +13.9% | +46.4% | -32.5% | +7.3% |
| 3Y | -35.8% | +79.0% | -114.8% | -41.5% |
| 5Y | -28.4% | +62.3% | -90.7% | -34.2% |
| 10Y | +7.1% | +265.9% | -258.8% | -12.3% |
| All | +11,174.7% | +636.4% | +10,538.2% | +8,541.9% |
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