-20.1%
LVS vs STZ
-12.7%
-7.4%
-37.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +1.9% | -3.5% | -1.9% |
| 7D | -4.3% | -4.1% | -0.2% | -3.8% |
| 30D | -6.8% | -7.6% | +0.8% | -5.9% |
| 3M | -15.6% | -12.3% | -3.3% | -14.4% |
| 6M | -20.6% | -16.3% | -4.3% | -19.3% |
| YTD | -33.4% | -8.4% | -25.1% | -33.1% |
| 1Y | -20.1% | -10.8% | -9.3% | -19.7% |
| All | -20.1% | -12.7% | -7.4% | -19.7% |
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