+25.9%
LMT vs STZ
+14.7%
+11.1%
-26.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.9% | +5.3% | -12.2% | -7.1% |
| 7D | -5.5% | +13.0% | -18.5% | -6.3% |
| 30D | +17.5% | +29.4% | -12.0% | +15.9% |
| 3M | +1.6% | +11.6% | -10.0% | +0.9% |
| 6M | +16.3% | -0.2% | +16.5% | +16.0% |
| YTD | +25.3% | +8.6% | +16.7% | +19.1% |
| 1Y | +25.9% | +15.9% | +9.9% | +18.2% |
| All | +25.9% | +14.7% | +11.1% | +18.2% |
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