+21.2%
LSCC vs STZ
-47.3%
+68.4%
-60.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -0.7% | +2.7% | +2.2% |
| 7D | +1.3% | -1.9% | +3.2% | +1.8% |
| 30D | -9.7% | -1.9% | -7.8% | -9.5% |
| 3M | -23.7% | -6.2% | -17.5% | -23.0% |
| 6M | +26.5% | -14.0% | +40.5% | +30.5% |
| YTD | +57.5% | -5.1% | +62.6% | +55.6% |
| 1Y | +75.7% | -9.6% | +85.3% | +76.3% |
| All | +21.2% | -47.3% | +68.4% | +42.2% |
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 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