-37.0%
STZ vs LTH
+268.4%
-305.4%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.3% | -0.5% | -1.6% |
| 7D | +4.9% | +4.5% | +0.4% | +4.4% |
| 30D | +20.9% | +16.3% | +4.5% | +18.8% |
| 3M | +8.0% | +8.4% | -0.4% | +6.9% |
| 6M | -5.3% | +40.3% | -45.6% | -8.9% |
| YTD | +5.9% | +77.3% | -71.4% | -1.1% |
| 1Y | +14.2% | +88.0% | -73.7% | +5.9% |
| 3Y | -37.0% | +274.3% | -311.2% | -47.3% |
| All | -37.0% | +268.4% | -305.4% | -47.3% |
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 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