+53.1%
LLY vs STZ
-16.0%
+69.1%
-23.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -5.6% | +3.4% | -1.6% |
| 7D | -3.1% | -7.4% | +4.3% | -2.4% |
| 30D | -5.1% | -10.9% | +5.8% | -4.1% |
| 3M | -2.1% | -13.4% | +11.4% | -0.8% |
| 6M | +13.8% | -16.2% | +30.0% | +15.8% |
| YTD | +5.1% | -10.4% | +15.5% | +8.0% |
| 1Y | +53.1% | -14.8% | +67.9% | +61.0% |
| All | +53.1% | -16.0% | +69.1% | +61.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling