+7,721.8%
LHX vs STZ
+9,621.1%
-1,899.3%
-59.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.7% | -1.0% | -1.6% |
| 7D | -2.0% | -1.9% | 0.0% | -1.6% |
| 30D | -9.9% | -1.9% | -8.1% | -9.6% |
| 3M | -16.5% | -6.2% | -10.2% | -15.6% |
| 6M | -29.6% | -14.0% | -15.6% | -27.7% |
| YTD | -11.6% | -5.1% | -6.4% | -11.3% |
| 1Y | -4.1% | -9.6% | +5.5% | -3.0% |
| 3Y | +53.3% | -47.2% | +100.5% | +71.5% |
| 5Y | +22.3% | -33.6% | +55.8% | +29.4% |
| 10Y | +231.9% | -9.8% | +241.6% | +221.8% |
| All | +7,721.8% | +9,621.1% | -1,899.3% | +3,677.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling