-26.1%
STZ vs LTH
+174.8%
-200.9%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -4.2% | +4.5% | +0.8% |
| 7D | 0.0% | -4.6% | +4.7% | +0.5% |
| 30D | +14.7% | +14.8% | -0.1% | +13.0% |
| 3M | +8.8% | +3.9% | +4.9% | +8.3% |
| 6M | +3.1% | +35.5% | -32.4% | -0.2% |
| YTD | +7.9% | +71.3% | -63.4% | +1.6% |
| 1Y | +14.2% | +75.7% | -61.5% | +7.2% |
| 3Y | -35.2% | +231.9% | -267.1% | -43.7% |
| 5Y | -29.6% | +130.5% | -160.0% | -38.8% |
| All | -26.1% | +174.8% | -200.9% | -35.9% |
Cumulative growth
Daily Returns
Daily percentage return beside LTH.
Daily Out/Under-Performance
Portfolio return minus LTH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LTH 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 LTH 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