+2,272.0%
STZ vs LII
+2,874.9%
-602.9%
-65.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.3% | +3.6% | +1.7% | +4.5% |
| 7D | +13.0% | +7.9% | +5.1% | +11.0% |
| 30D | +29.4% | -0.6% | +30.0% | +29.4% |
| 3M | +11.6% | -19.3% | +30.9% | +17.1% |
| 6M | -0.2% | -29.8% | +29.6% | +7.0% |
| YTD | +8.6% | -25.4% | +34.0% | +14.0% |
| 1Y | +15.9% | -26.2% | +42.1% | +22.0% |
| 3Y | -35.4% | -4.5% | -30.9% | -37.4% |
| 5Y | -26.9% | +26.7% | -53.5% | -35.1% |
| 10Y | +7.8% | +179.5% | -171.7% | -21.3% |
| All | +2,272.0% | +2,874.9% | -602.9% | +1,024.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling