+222.0%
LHX vs STZ
-11.3%
+233.4%
-38.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.1% | 0.0% | -0.8% |
| 7D | -4.3% | -4.5% | +0.2% | -3.1% |
| 30D | -15.1% | -8.6% | -6.5% | -13.2% |
| 3M | -21.0% | -13.8% | -7.2% | -18.1% |
| 6M | -32.0% | -17.2% | -14.8% | -29.0% |
| YTD | -15.3% | -9.4% | -6.0% | -14.2% |
| 1Y | -11.1% | -11.9% | +0.8% | -9.4% |
| 3Y | +54.0% | -49.6% | +103.6% | +81.7% |
| 5Y | +17.1% | -37.2% | +54.3% | +26.8% |
| All | +222.0% | -11.3% | +233.4% | +211.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling