+1,351.6%
LSCC vs STZ
+13.4%
+1,338.2%
-61.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | +0.7% | -6.2% | -5.7% |
| 7D | +7.0% | +2.6% | +4.4% | +6.0% |
| 30D | -2.3% | +15.2% | -17.5% | -8.3% |
| 3M | -12.5% | +7.6% | -20.2% | -16.3% |
| 6M | -10.6% | +5.3% | -15.9% | -14.3% |
| YTD | +52.7% | +8.6% | +44.0% | +42.0% |
| 1Y | +74.0% | +15.6% | +58.4% | +57.0% |
| 3Y | +104.8% | -35.2% | +140.0% | +135.8% |
| 5Y | +36.2% | -29.1% | +65.3% | +49.5% |
| All | +1,351.6% | +13.4% | +1,338.2% | +1,233.3% |
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