-7.8%
LOW vs STZ
-50.3%
+42.5%
-29.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -5.6% | +3.8% | -0.2% |
| 7D | +0.4% | -7.4% | +7.8% | +2.5% |
| 30D | -10.1% | -10.9% | +0.8% | -7.3% |
| 3M | -2.9% | -13.4% | +10.6% | +0.8% |
| 6M | -19.4% | -16.2% | -3.2% | -15.8% |
| YTD | -15.4% | -10.4% | -5.0% | -13.7% |
| 1Y | -24.9% | -14.8% | -10.2% | -22.4% |
| 3Y | -7.8% | -50.1% | +42.3% | +8.2% |
| All | -7.8% | -50.3% | +42.5% | +8.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling