+19.4%
LHX vs STZ
-38.7%
+58.1%
-38.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +0.5% | -2.6% | -2.2% |
| 7D | -3.7% | -6.0% | +2.3% | -2.7% |
| 30D | -13.2% | -8.9% | -4.3% | -11.8% |
| 3M | -18.4% | -12.6% | -5.8% | -16.7% |
| 6M | -32.0% | -17.2% | -14.7% | -30.0% |
| YTD | -13.6% | -10.0% | -3.6% | -13.0% |
| 1Y | -6.0% | -14.3% | +8.3% | -4.4% |
| 3Y | +57.9% | -49.9% | +107.9% | +76.7% |
| All | +19.4% | -38.7% | +58.1% | +23.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling