+37.3%
LMT vs STZ
-50.3%
+87.6%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -5.6% | +7.7% | +2.5% |
| 7D | -1.5% | -7.4% | +5.9% | -1.0% |
| 30D | -8.2% | -10.9% | +2.6% | -7.4% |
| 3M | +3.7% | -13.4% | +17.2% | +4.9% |
| 6M | -19.2% | -16.2% | -3.0% | -18.1% |
| YTD | +12.9% | -10.4% | +23.3% | +12.8% |
| 1Y | +19.8% | -14.8% | +34.6% | +20.3% |
| 3Y | +37.3% | -50.1% | +87.4% | +47.9% |
| All | +37.3% | -50.3% | +87.6% | +47.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling