+105.3%
LMT vs STZ
-27.6%
+132.8%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | 0.0% | +2.5% | +2.5% |
| 7D | -5.6% | +5.3% | -11.0% | -6.2% |
| 30D | +18.4% | +19.6% | -1.2% | +15.7% |
| 3M | +0.6% | +10.0% | -9.3% | -0.7% |
| 6M | +20.6% | -0.3% | +20.9% | +20.3% |
| YTD | +27.0% | +8.6% | +18.4% | +24.4% |
| 1Y | +36.9% | +16.6% | +20.3% | +32.6% |
| 3Y | +46.9% | -34.8% | +81.6% | +54.2% |
| All | +105.3% | -27.6% | +132.8% | +108.1% |
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