+2,052.0%
LNT vs STZ
+9,621.1%
-7,569.1%
-51.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.7% | +0.7% | +0.1% |
| 7D | -0.1% | -1.9% | +1.8% | +0.2% |
| 30D | -3.2% | -1.9% | -1.3% | -2.9% |
| 3M | -4.1% | -6.2% | +2.2% | -3.2% |
| 6M | -4.6% | -14.0% | +9.4% | -2.4% |
| YTD | +7.0% | -5.1% | +12.1% | +7.4% |
| 1Y | +8.3% | -9.6% | +17.9% | +9.4% |
| 3Y | +51.0% | -47.2% | +98.2% | +65.7% |
| 5Y | +30.2% | -33.6% | +63.7% | +37.3% |
| 10Y | +143.6% | -9.8% | +153.4% | +140.5% |
| All | +2,052.0% | +9,621.1% | -7,569.1% | +1,213.4% |
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