-28.4%
STZ vs LII
+22.0%
-50.4%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -2.8% | +2.2% | 0.0% |
| 7D | +11.8% | +0.2% | +11.6% | +11.8% |
| 30D | +26.0% | -4.6% | +30.6% | +27.0% |
| 3M | +11.5% | -21.7% | +33.2% | +17.1% |
| 6M | -2.0% | -32.8% | +30.8% | +5.1% |
| YTD | +7.9% | -27.5% | +35.4% | +13.0% |
| 1Y | +13.9% | -28.0% | +41.9% | +19.4% |
| 3Y | -35.8% | -7.2% | -28.6% | -37.7% |
| 5Y | -28.4% | +22.6% | -51.0% | -38.3% |
| All | -28.4% | +22.0% | -50.4% | -38.3% |
Cumulative growth
Daily Returns
Daily percentage return beside LII.
Daily Out/Under-Performance
Portfolio return minus LII return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LII 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 5y: compounded portfolio wealth divided by compounded LII 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…
5y analysis · Full analysis span regression · 6 months rolling