+110.0%
HAL vs LVS
+6.8%
+103.2%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.9% | +0.2% | -0.5% |
| 7D | +0.5% | +0.3% | +0.1% | +0.4% |
| 30D | +15.9% | -3.9% | +19.8% | +17.0% |
| 3M | -8.7% | -12.9% | +4.1% | -5.7% |
| 6M | +9.0% | -16.9% | +26.0% | +13.5% |
| YTD | +32.0% | -31.2% | +63.3% | +44.1% |
| 1Y | +72.5% | -16.4% | +88.9% | +76.8% |
| 3Y | -4.5% | -4.4% | -0.1% | -8.7% |
| All | +110.0% | +6.8% | +103.2% | +92.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling