+1,236.1%
LSCC vs STZ
+3.4%
+1,232.8%
-61.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.1% | -1.8% | +8.9% | +7.8% |
| 7D | +13.0% | +4.9% | +8.1% | +10.8% |
| 30D | -19.8% | +20.9% | -40.7% | -26.3% |
| 3M | -18.4% | +8.0% | -26.4% | -22.1% |
| 6M | -16.1% | -5.3% | -10.8% | -16.0% |
| YTD | +42.7% | +5.9% | +36.8% | +34.1% |
| 1Y | +68.0% | +14.2% | +53.8% | +52.2% |
| 3Y | +85.8% | -37.0% | +122.8% | +116.1% |
| 5Y | +28.0% | -29.7% | +57.7% | +40.7% |
| All | +1,236.1% | +3.4% | +1,232.8% | +1,164.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling