+85.8%
LSCC vs STZ
-37.2%
+123.0%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.1% | -1.8% | +8.9% | +7.3% |
| 7D | +13.0% | +4.9% | +8.1% | +12.3% |
| 30D | -19.8% | +20.9% | -40.7% | -22.4% |
| 3M | -18.4% | +8.0% | -26.4% | -19.4% |
| 6M | -16.1% | -5.3% | -10.8% | -14.3% |
| YTD | +42.7% | +5.9% | +36.8% | +38.4% |
| 1Y | +68.0% | +14.2% | +53.8% | +58.3% |
| 3Y | +85.8% | -37.0% | +122.8% | +104.4% |
| All | +85.8% | -37.2% | +123.0% | +104.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling