+7,700.1%
LHX vs STZ
+9,075.1%
-1,374.9%
-59.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-08.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -5.6% | +5.3% | +0.9% |
| 7D | -2.5% | -7.4% | +4.9% | -1.0% |
| 30D | -10.4% | -10.9% | +0.5% | -8.2% |
| 3M | -14.9% | -13.4% | -1.5% | -12.6% |
| 6M | -29.6% | -16.2% | -13.4% | -27.4% |
| YTD | -11.8% | -10.4% | -1.4% | -10.5% |
| 1Y | -5.1% | -14.8% | +9.7% | -2.8% |
| 3Y | +61.3% | -50.1% | +111.5% | +82.6% |
| 5Y | +22.4% | -38.8% | +61.2% | +31.7% |
| 10Y | +232.2% | -14.1% | +246.3% | +225.4% |
| All | +7,700.1% | +9,075.1% | -1,374.9% | +3,711.2% |
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 1990-01-01 to 2026-09-08: 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…
1990-01-01 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling