-35.8%
STZ vs LTH
+273.3%
-309.2%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.8% | -1.4% | -0.7% |
| 7D | +11.8% | +5.3% | +6.5% | +11.1% |
| 30D | +26.0% | +18.3% | +7.7% | +23.5% |
| 3M | +11.5% | +5.4% | +6.2% | +10.7% |
| 6M | -2.0% | +62.5% | -64.5% | -7.3% |
| YTD | +7.9% | +79.6% | -71.8% | +0.6% |
| 1Y | +13.9% | +88.1% | -74.2% | +5.6% |
| All | -35.8% | +273.3% | -309.2% | -46.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling