-3.8%
LVS vs STZ
-10.3%
+6.5%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +1.9% | -3.5% | -2.4% |
| 7D | -4.3% | -4.1% | -0.2% | -2.8% |
| 30D | -6.8% | -7.6% | +0.8% | -4.0% |
| 3M | -15.6% | -12.3% | -3.3% | -11.4% |
| 6M | -20.6% | -16.3% | -4.3% | -15.7% |
| YTD | -33.4% | -8.4% | -25.1% | -32.4% |
| 1Y | -20.1% | -10.8% | -9.3% | -18.4% |
| 3Y | -7.4% | -49.0% | +41.6% | +18.6% |
| 5Y | +8.5% | -36.5% | +45.0% | +24.2% |
| All | -3.8% | -10.3% | +6.5% | -3.5% |
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