-31.8%
LVS vs STZ
+14.7%
-46.5%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.5% | +5.3% | +1.2% | +5.7% |
| 7D | +13.4% | +13.0% | +0.4% | +11.6% |
| 30D | +12.2% | +29.4% | -17.2% | +8.4% |
| 3M | -10.7% | +11.6% | -22.3% | -12.1% |
| 6M | -19.8% | -0.2% | -19.6% | -20.1% |
| YTD | -35.8% | +8.6% | -44.3% | -37.2% |
| 1Y | -31.8% | +15.9% | -47.7% | -34.6% |
| All | -31.8% | +14.7% | -46.5% | -34.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling