+1,486.2%
LSCC vs STZ
+12.2%
+1,474.0%
-61.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.4% | -1.0% | +11.3% | +10.7% |
| 7D | +14.5% | -0.9% | +15.4% | +14.9% |
| 30D | -0.1% | +14.9% | -15.0% | -6.1% |
| 3M | -2.7% | +8.4% | -11.1% | -7.2% |
| 6M | -4.8% | +2.8% | -7.6% | -7.8% |
| YTD | +66.9% | +7.5% | +59.3% | +55.8% |
| 1Y | +85.8% | +12.5% | +73.3% | +69.7% |
| 3Y | +115.6% | -35.4% | +151.0% | +148.4% |
| 5Y | +48.8% | -29.3% | +78.1% | +63.4% |
| All | +1,486.2% | +12.2% | +1,474.0% | +1,362.8% |
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