-32.8%
STZ vs LII
+25.3%
-58.1%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.2% | -1.9% | -0.9% |
| 7D | -1.9% | -0.7% | -1.2% | -1.8% |
| 30D | -1.9% | -12.6% | +10.7% | +0.9% |
| 3M | -6.2% | -24.4% | +18.2% | -1.6% |
| 6M | -14.0% | -28.7% | +14.7% | -8.8% |
| YTD | -5.1% | -19.1% | +14.0% | -2.7% |
| 1Y | -9.6% | -29.7% | +20.1% | -4.4% |
| 3Y | -47.2% | +4.8% | -52.0% | -50.1% |
| All | -32.8% | +25.3% | -58.1% | -41.0% |
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