+2,230.5%
LNT vs STZ
+10,953.7%
-8,723.2%
-51.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.3% | -1.1% | -0.8% |
| 7D | -0.5% | 0.0% | -0.6% | -0.5% |
| 30D | +9.9% | +14.7% | -4.8% | +7.4% |
| 3M | +4.8% | +8.8% | -4.0% | +3.1% |
| 6M | +2.2% | +3.1% | -0.9% | +1.4% |
| YTD | +15.9% | +7.9% | +8.0% | +13.7% |
| 1Y | +10.6% | +14.2% | -3.6% | +7.4% |
| 3Y | +66.1% | -35.2% | +101.3% | +75.9% |
| 5Y | +55.6% | -29.6% | +85.2% | +62.2% |
| 10Y | +182.8% | +12.2% | +170.7% | +169.7% |
| All | +2,230.5% | +10,953.7% | -8,723.2% | +1,290.4% |
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