-9.9%
LVS vs STZ
-35.6%
+25.7%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.0% | -0.5% | -1.2% |
| 7D | -1.3% | -0.9% | -0.3% | -1.0% |
| 30D | +12.2% | +14.9% | -2.7% | +7.8% |
| 3M | -11.3% | +8.4% | -19.7% | -13.4% |
| 6M | -21.6% | +2.8% | -24.4% | -22.6% |
| YTD | -36.6% | +7.5% | -44.1% | -39.1% |
| 1Y | -38.4% | +12.5% | -50.9% | -42.0% |
| All | -9.9% | -35.6% | +25.7% | -0.8% |
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