-27.4%
STZ vs LTH
+184.4%
-211.8%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.3% | -0.5% | -1.7% |
| 7D | +4.9% | +4.5% | +0.4% | +4.4% |
| 30D | +20.9% | +16.3% | +4.5% | +19.0% |
| 3M | +8.0% | +8.4% | -0.4% | +7.0% |
| 6M | -5.3% | +40.3% | -45.6% | -8.7% |
| YTD | +5.9% | +77.3% | -71.4% | -0.6% |
| 1Y | +14.2% | +88.0% | -73.7% | +6.6% |
| 3Y | -37.0% | +274.3% | -311.2% | -45.9% |
| 5Y | -29.7% | +142.9% | -172.6% | -39.2% |
| All | -27.4% | +184.4% | -211.8% | -37.3% |
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