+8,975.7%
LMT vs STZ
+9,621.1%
-645.4%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.7% | -0.7% | -1.3% |
| 7D | -6.3% | -1.9% | -4.3% | -6.0% |
| 30D | -8.5% | -1.9% | -6.6% | -8.3% |
| 3M | +1.8% | -6.2% | +8.1% | +2.7% |
| 6M | -19.9% | -14.0% | -5.9% | -18.3% |
| YTD | +10.6% | -5.1% | +15.7% | +10.8% |
| 1Y | +17.9% | -9.6% | +27.5% | +18.9% |
| 3Y | +27.0% | -47.2% | +74.2% | +38.4% |
| 5Y | +68.7% | -33.6% | +102.2% | +76.0% |
| 10Y | +181.1% | -9.8% | +190.8% | +174.3% |
| All | +8,975.7% | +9,621.1% | -645.4% | +4,826.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling