+92.7%
LLY vs STZ
-49.9%
+142.6%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.5% | -0.4% | 0.0% |
| 7D | -3.1% | -6.0% | +2.9% | -2.6% |
| 30D | -8.6% | -8.9% | +0.3% | -8.0% |
| 3M | -1.6% | -12.6% | +10.9% | -0.7% |
| 6M | +11.8% | -17.2% | +29.0% | +13.4% |
| YTD | +5.1% | -10.0% | +15.1% | +6.1% |
| 1Y | +50.7% | -14.3% | +65.0% | +52.4% |
| All | +92.7% | -49.9% | +142.6% | +88.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling