+49.6%
LNT vs STZ
-50.3%
+99.9%
-12.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -5.6% | +6.6% | +2.1% |
| 7D | +1.0% | -7.4% | +8.4% | +2.6% |
| 30D | -1.1% | -10.9% | +9.8% | +1.3% |
| 3M | -3.6% | -13.4% | +9.8% | -0.8% |
| 6M | -2.7% | -16.2% | +13.5% | +0.6% |
| YTD | +8.0% | -10.4% | +18.5% | +9.3% |
| 1Y | +10.5% | -14.8% | +25.2% | +12.9% |
| 3Y | +49.6% | -50.1% | +99.7% | +74.8% |
| All | +49.6% | -50.3% | +99.9% | +74.8% |
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