+31.6%
LNT vs STZ
-38.0%
+69.6%
-25.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.5% | -1.6% | -1.2% |
| 7D | +0.2% | -6.0% | +6.2% | +1.8% |
| 30D | -0.5% | -8.9% | +8.4% | +1.8% |
| 3M | -5.5% | -12.6% | +7.0% | -2.3% |
| 6M | -3.8% | -17.2% | +13.4% | +0.7% |
| YTD | +6.8% | -10.0% | +16.9% | +8.3% |
| 1Y | +9.3% | -14.3% | +23.6% | +12.2% |
| 3Y | +47.9% | -49.9% | +97.8% | +80.3% |
| 5Y | +31.6% | -38.2% | +69.8% | +46.7% |
| All | +31.6% | -38.0% | +69.6% | +46.7% |
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