-4.6%
HD vs LVS
-31.5%
+26.9%
-26.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.5% | +6.5% | 0.0% | +5.0% |
| 7D | +11.9% | +13.4% | -1.5% | +9.0% |
| 30D | +26.4% | +12.2% | +14.2% | +23.3% |
| 3M | +2.8% | -10.7% | +13.6% | +4.1% |
| 6M | +15.5% | -19.8% | +35.3% | +18.6% |
| YTD | +5.5% | -35.8% | +41.3% | +9.9% |
| 1Y | -4.6% | -31.8% | +27.2% | -3.2% |
| All | -4.6% | -31.5% | +26.9% | -3.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling