+2,049.9%
LLY vs STZ
+12.8%
+2,037.1%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.0% | +1.3% | +0.5% |
| 7D | +1.4% | -0.9% | +2.3% | +1.6% |
| 30D | +21.5% | +14.9% | +6.6% | +18.3% |
| 3M | +18.5% | +8.4% | +10.0% | +16.4% |
| 6M | +49.1% | +2.8% | +46.3% | +47.6% |
| YTD | +34.4% | +7.5% | +26.9% | +31.4% |
| 1Y | +46.3% | +12.5% | +33.8% | +41.5% |
| 3Y | +145.5% | -35.4% | +180.9% | +162.5% |
| 5Y | +472.7% | -29.3% | +502.0% | +496.2% |
| 10Y | +2,049.9% | +11.8% | +2,038.2% | +1,902.0% |
| All | +2,049.9% | +12.8% | +2,037.1% | +1,902.0% |
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