+372.0%
LLY vs STZ
-33.3%
+405.3%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.7% | -0.2% | -0.8% |
| 7D | -2.1% | -1.9% | -0.2% | -1.9% |
| 30D | -1.6% | -1.9% | +0.3% | -1.4% |
| 3M | +2.3% | -6.2% | +8.5% | +3.1% |
| 6M | +14.9% | -14.0% | +28.9% | +17.2% |
| YTD | +7.5% | -5.1% | +12.6% | +7.8% |
| 1Y | +55.7% | -9.6% | +65.3% | +57.1% |
| 3Y | +110.6% | -47.2% | +157.8% | +133.6% |
| All | +372.0% | -33.3% | +405.3% | +380.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling