+299.7%
LOW vs STZ
+12.2%
+287.4%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.0% | +0.8% | +0.3% |
| 7D | +1.0% | -0.9% | +1.9% | +1.4% |
| 30D | +25.6% | +14.9% | +10.7% | +19.1% |
| 3M | +5.3% | +8.4% | -3.1% | +1.9% |
| 6M | +3.7% | +2.8% | +0.9% | +2.1% |
| YTD | -1.9% | +7.5% | -9.4% | -5.8% |
| 1Y | +0.6% | +12.5% | -12.0% | -5.4% |
| 3Y | +26.4% | -35.4% | +61.8% | +45.2% |
| 5Y | +10.1% | -29.3% | +39.4% | +20.6% |
| All | +299.7% | +12.2% | +287.4% | +267.1% |
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