-27.8%
STZ vs LTH
+145.7%
-173.5%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.1% | -1.1% | -0.1% |
| 7D | +5.3% | +6.4% | -1.1% | +4.7% |
| 30D | +19.6% | +16.7% | +2.9% | +17.6% |
| 3M | +10.0% | +11.7% | -1.7% | +8.6% |
| 6M | -0.3% | +48.5% | -48.8% | -4.4% |
| YTD | +8.6% | +78.4% | -69.8% | +1.8% |
| 1Y | +16.6% | +89.7% | -73.1% | +8.6% |
| 3Y | -34.8% | +245.6% | -280.4% | -43.7% |
| 5Y | -27.8% | +142.7% | -170.5% | -37.8% |
| All | -27.8% | +145.7% | -173.5% | -37.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling