+6.3%
HAL vs LVS
+1.2%
+5.1%
-91.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.5% | +2.4% | +1.6% |
| 7D | -1.3% | -2.7% | +1.4% | -0.1% |
| 30D | +10.9% | -4.7% | +15.6% | +13.0% |
| 3M | -5.8% | -15.6% | +9.7% | +1.0% |
| 6M | +8.1% | -18.6% | +26.8% | +16.7% |
| YTD | +33.2% | -32.3% | +65.5% | +55.1% |
| 1Y | +74.2% | -18.0% | +92.2% | +82.9% |
| 3Y | -3.7% | -5.8% | +2.2% | -9.7% |
| 5Y | +111.9% | +5.7% | +106.1% | +67.5% |
| All | +6.3% | +1.2% | +5.1% | -6.7% |
Cumulative growth
Daily Returns
Daily percentage return beside LVS.
Daily Out/Under-Performance
Portfolio return minus LVS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LVS 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 LVS 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