+1,610.3%
LLY vs STZ
-9.3%
+1,619.6%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.7% | -0.2% | -0.8% |
| 7D | -2.1% | -1.9% | -0.2% | -1.8% |
| 30D | -1.6% | -1.9% | +0.3% | -1.4% |
| 3M | +2.3% | -6.2% | +8.5% | +3.3% |
| 6M | +14.9% | -14.0% | +28.9% | +17.7% |
| YTD | +7.5% | -5.1% | +12.6% | +7.8% |
| 1Y | +55.7% | -9.6% | +65.3% | +57.3% |
| 3Y | +110.6% | -47.2% | +157.8% | +134.3% |
| 5Y | +363.4% | -33.6% | +397.0% | +387.4% |
| All | +1,610.3% | -9.3% | +1,619.6% | +1,559.3% |
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 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