+17.9%
LMT vs STZ
-10.2%
+28.1%
-26.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.7% | -0.7% | -1.4% |
| 7D | -6.3% | -1.9% | -4.3% | -6.2% |
| 30D | -8.5% | -1.9% | -6.6% | -8.3% |
| 3M | +1.8% | -6.2% | +8.1% | +2.2% |
| 6M | -19.9% | -14.0% | -5.9% | -19.3% |
| YTD | +10.6% | -5.1% | +15.7% | +7.9% |
| 1Y | +17.9% | -9.6% | +27.5% | +15.0% |
| All | +17.9% | -10.2% | +28.1% | +15.0% |
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