+473.4%
LLY vs STZ
-29.2%
+502.5%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.3% | -1.0% | -0.8% |
| 7D | +4.6% | 0.0% | +4.6% | +4.6% |
| 30D | +22.4% | +14.7% | +7.6% | +19.7% |
| 3M | +17.1% | +8.8% | +8.3% | +15.4% |
| 6M | +44.6% | +3.1% | +41.6% | +43.3% |
| YTD | +33.5% | +7.9% | +25.6% | +31.0% |
| 1Y | +41.1% | +14.2% | +27.0% | +37.0% |
| 3Y | +143.8% | -35.2% | +179.0% | +158.4% |
| 5Y | +473.4% | -29.6% | +502.9% | +472.1% |
| All | +473.4% | -29.2% | +502.5% | +472.1% |
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 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