-25.6%
STZ vs LTH
+180.7%
-206.3%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +2.2% | -1.5% | +0.5% |
| 7D | +2.6% | -1.3% | +3.8% | +2.7% |
| 30D | +15.2% | +15.7% | -0.5% | +13.4% |
| 3M | +7.6% | +5.0% | +2.7% | +7.0% |
| 6M | +5.3% | +37.7% | -32.4% | +1.7% |
| YTD | +8.6% | +75.0% | -66.4% | +2.1% |
| 1Y | +15.6% | +82.6% | -67.1% | +8.1% |
| 3Y | -35.2% | +241.3% | -276.5% | -43.8% |
| 5Y | -29.1% | +135.4% | -164.5% | -38.5% |
| All | -25.6% | +180.7% | -206.3% | -35.6% |
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