+2,043.2%
LLY vs STZ
+3.4%
+2,039.8%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.8% | +1.0% | -0.5% |
| 7D | -4.5% | +4.9% | -9.4% | -5.4% |
| 30D | +13.9% | +20.9% | -7.0% | +9.9% |
| 3M | +13.8% | +8.0% | +5.8% | +11.9% |
| 6M | +37.6% | -5.3% | +42.9% | +38.4% |
| YTD | +26.6% | +5.9% | +20.7% | +24.3% |
| 1Y | +45.3% | +14.2% | +31.1% | +40.4% |
| 3Y | +132.2% | -37.0% | +169.2% | +148.8% |
| 5Y | +434.7% | -29.7% | +464.4% | +456.4% |
| All | +2,043.2% | +3.4% | +2,039.8% | +1,992.5% |
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