+443.8%
LLY vs STZ
-29.7%
+473.5%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.8% | +1.0% | -0.5% |
| 7D | -4.5% | +4.9% | -9.4% | -5.2% |
| 30D | +13.9% | +20.9% | -7.0% | +10.5% |
| 3M | +13.8% | +8.0% | +5.8% | +12.2% |
| 6M | +37.6% | -5.3% | +42.9% | +38.3% |
| YTD | +26.6% | +5.9% | +20.7% | +24.7% |
| 1Y | +45.3% | +14.2% | +31.1% | +41.0% |
| 3Y | +132.2% | -37.0% | +169.2% | +147.6% |
| All | +443.8% | -29.7% | +473.5% | +445.6% |
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