+69.6%
LSCC vs STZ
+14.7%
+54.9%
-40.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +5.3% | -4.1% | +2.5% |
| 7D | +3.0% | +13.0% | -10.0% | +6.2% |
| 30D | -19.3% | +29.4% | -48.7% | -15.6% |
| 3M | -22.3% | +11.6% | -33.9% | -19.3% |
| 6M | -14.6% | -0.2% | -14.4% | -10.1% |
| YTD | +45.8% | +8.6% | +37.2% | +45.3% |
| 1Y | +69.6% | +15.9% | +53.7% | +70.5% |
| All | +69.6% | +14.7% | +54.9% | +70.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling