+73.5%
LSCC vs STZ
-36.0%
+109.5%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.6% | -0.6% | -8.0% | -8.5% |
| 7D | -4.8% | +11.8% | -16.6% | -6.1% |
| 30D | -27.1% | +26.0% | -53.1% | -29.9% |
| 3M | -23.6% | +11.5% | -35.1% | -25.0% |
| 6M | -19.8% | -2.0% | -17.9% | -18.6% |
| YTD | +33.2% | +7.9% | +25.4% | +29.0% |
| 1Y | +55.2% | +13.9% | +41.3% | +47.1% |
| All | +73.5% | -36.0% | +109.5% | +90.5% |
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