-9.3%
LHX vs STZ
+14.7%
-24.0%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.5% | +5.3% | -11.8% | -6.9% |
| 7D | -0.3% | +13.0% | -13.3% | -1.7% |
| 30D | +9.7% | +29.4% | -19.8% | +6.5% |
| 3M | -8.5% | +11.6% | -20.1% | -9.6% |
| 6M | -15.1% | -0.2% | -14.9% | -15.3% |
| YTD | -10.4% | +8.6% | -19.0% | -14.9% |
| 1Y | -9.3% | +15.9% | -25.2% | -14.0% |
| All | -9.3% | +14.7% | -24.0% | -14.0% |
Cumulative growth
Daily Returns
Daily percentage return beside STZ.
Daily Out/Under-Performance
Portfolio return minus STZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STZ 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 1y: compounded portfolio wealth divided by compounded STZ 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…
1y analysis · Full analysis span regression · 6 months rolling