+42.2%
LLY vs STZ
+15.6%
+26.6%
-23.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.7% | +0.6% | +1.2% |
| 7D | +6.7% | +2.6% | +4.2% | +6.4% |
| 30D | +19.6% | +15.2% | +4.4% | +17.8% |
| 3M | +19.7% | +7.6% | +12.1% | +18.4% |
| 6M | +42.7% | +5.3% | +37.5% | +41.0% |
| YTD | +35.1% | +8.6% | +26.5% | +39.7% |
| 1Y | +42.2% | +15.6% | +26.6% | +47.5% |
| All | +42.2% | +15.6% | +26.6% | +47.5% |
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 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