+233.8%
LOW vs STZ
-13.0%
+246.9%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.5% | -1.6% | -1.3% |
| 7D | -0.6% | -6.0% | +5.4% | +1.7% |
| 30D | -9.3% | -8.9% | -0.4% | -6.2% |
| 3M | -8.1% | -12.6% | +4.5% | -3.6% |
| 6M | -19.8% | -17.2% | -2.5% | -14.4% |
| YTD | -16.4% | -10.0% | -6.3% | -14.1% |
| 1Y | -24.7% | -14.3% | -10.4% | -21.4% |
| 3Y | -8.8% | -49.9% | +41.1% | +15.4% |
| 5Y | +7.8% | -38.2% | +46.0% | +23.9% |
| 10Y | +233.8% | -12.0% | +245.8% | +227.4% |
| All | +233.8% | -13.0% | +246.9% | +227.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling