+87.3%
LSCC vs STZ
+12.3%
+75.0%
-40.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.4% | -1.0% | +11.3% | +10.1% |
| 7D | +14.5% | -0.9% | +15.4% | +14.2% |
| 30D | -0.1% | +14.9% | -15.0% | +3.2% |
| 3M | -2.7% | +8.4% | -11.1% | +1.0% |
| 6M | -4.8% | +2.8% | -7.6% | -0.4% |
| YTD | +66.9% | +7.5% | +59.3% | +65.3% |
| All | +87.3% | +12.3% | +75.0% | +86.2% |
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