+8,206.7%
LHX vs STZ
+11,030.9%
-2,824.2%
-59.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.7% | -0.5% | 0.0% |
| 7D | +4.8% | +2.6% | +2.2% | +4.3% |
| 30D | +14.7% | +15.2% | -0.5% | +11.1% |
| 3M | -5.1% | +7.6% | -12.8% | -6.8% |
| 6M | -9.9% | +5.3% | -15.2% | -11.4% |
| YTD | -6.1% | +8.6% | -14.7% | -8.6% |
| 1Y | -4.0% | +15.6% | -19.6% | -7.9% |
| 3Y | +56.9% | -35.2% | +92.1% | +67.7% |
| 5Y | +36.6% | -29.1% | +65.7% | +42.3% |
| 10Y | +217.5% | +12.9% | +204.5% | +193.8% |
| All | +8,206.7% | +11,030.9% | -2,824.2% | +3,789.1% |
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 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