-17.4%
HAL vs LVS
-12.8%
-4.6%
-91.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.2% | +1.7% | +0.5% |
| 7D | +2.6% | -3.9% | +6.5% | +4.4% |
| 30D | -0.1% | +7.1% | -7.1% | -3.7% |
| 3M | -1.1% | -13.2% | +12.1% | +4.5% |
| 6M | -20.7% | -22.8% | +2.1% | -12.2% |
| YTD | +17.5% | -38.0% | +55.5% | +41.6% |
| 1Y | +24.1% | -39.5% | +63.6% | +50.9% |
| 3Y | -8.4% | -12.2% | +3.8% | -11.8% |
| 5Y | +53.2% | +6.4% | +46.8% | +19.2% |
| All | -17.4% | -12.8% | -4.6% | -23.2% |
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