-26.1%
STZ vs LTH
+188.2%
-214.3%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.8% | -1.4% | -0.7% |
| 7D | +11.8% | +5.3% | +6.5% | +11.2% |
| 30D | +26.0% | +18.3% | +7.7% | +23.8% |
| 3M | +11.5% | +5.4% | +6.2% | +10.8% |
| 6M | -2.0% | +62.5% | -64.5% | -6.9% |
| YTD | +7.9% | +79.6% | -71.8% | +1.1% |
| 1Y | +13.9% | +88.1% | -74.2% | +6.3% |
| 3Y | -35.8% | +272.5% | -308.3% | -44.9% |
| 5Y | -28.4% | +146.1% | -174.6% | -38.2% |
| All | -26.1% | +188.2% | -214.3% | -36.2% |
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