+158.1%
HAL vs LVS
+69.2%
+88.9%
-93.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.3% | -0.3% | -0.5% |
| 7D | +2.9% | -1.5% | +4.4% | +3.3% |
| 30D | +17.0% | -3.2% | +20.3% | +17.9% |
| 3M | -9.7% | -12.0% | +2.3% | -7.0% |
| 6M | +8.6% | -19.9% | +28.5% | +13.9% |
| YTD | +33.0% | -30.6% | +63.6% | +43.8% |
| 1Y | +68.3% | -17.7% | +86.1% | +73.6% |
| 3Y | +0.1% | -14.2% | +14.3% | +0.4% |
| 5Y | +102.6% | +9.6% | +93.0% | +83.9% |
| 10Y | +3.8% | +5.7% | -1.8% | -2.7% |
| All | +158.1% | +69.2% | +88.9% | +64.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling