+6.7%
LVS vs STZ
-36.5%
+43.2%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -5.6% | +4.7% | +1.0% |
| 7D | +0.3% | -7.4% | +7.7% | +2.8% |
| 30D | -3.9% | -10.9% | +7.0% | -0.3% |
| 3M | -12.9% | -13.4% | +0.6% | -8.9% |
| 6M | -16.9% | -16.2% | -0.7% | -12.8% |
| YTD | -31.2% | -10.4% | -20.8% | -30.0% |
| 1Y | -16.4% | -14.8% | -1.6% | -13.6% |
| 3Y | -4.4% | -50.1% | +45.7% | +20.2% |
| 5Y | +6.7% | -38.8% | +45.5% | +14.6% |
| All | +6.7% | -36.5% | +43.2% | +14.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling