+190.4%
LMT vs STZ
+13.4%
+177.0%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.7% | -2.0% | -1.5% |
| 7D | +5.1% | +2.6% | +2.5% | +4.5% |
| 30D | +14.1% | +15.2% | -1.1% | +10.2% |
| 3M | +0.3% | +7.6% | -7.4% | -1.8% |
| 6M | +16.1% | +5.3% | +10.8% | +14.0% |
| YTD | +25.5% | +8.6% | +16.8% | +21.1% |
| 1Y | +34.1% | +15.6% | +18.6% | +27.2% |
| 3Y | +45.1% | -35.2% | +80.2% | +58.0% |
| 5Y | +100.9% | -29.1% | +130.0% | +109.7% |
| All | +190.4% | +13.4% | +177.0% | +174.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling