+56.8%
LNT vs STZ
-28.3%
+85.0%
-25.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.0% | +1.5% | +0.8% |
| 7D | -0.2% | -0.9% | +0.7% | 0.0% |
| 30D | +11.6% | +14.9% | -3.3% | +7.4% |
| 3M | +8.2% | +8.4% | -0.3% | +5.5% |
| 6M | +3.1% | +2.8% | +0.3% | +1.8% |
| YTD | +16.8% | +7.5% | +9.2% | +12.7% |
| 1Y | +11.6% | +12.5% | -0.9% | +5.9% |
| 3Y | +67.4% | -35.4% | +102.8% | +88.3% |
| 5Y | +56.8% | -29.3% | +86.1% | +68.9% |
| All | +56.8% | -28.3% | +85.0% | +68.9% |
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 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