+210.2%
HD vs LVS
+0.3%
+209.9%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.5% | +0.4% | -0.7% |
| 7D | -1.8% | -2.7% | +0.9% | -1.3% |
| 30D | -10.8% | -4.7% | -6.2% | -10.0% |
| 3M | -2.7% | -15.6% | +12.9% | +0.6% |
| 6M | -10.3% | -18.6% | +8.4% | -6.7% |
| YTD | -7.8% | -32.3% | +24.4% | -0.9% |
| 1Y | -23.1% | -18.0% | -5.1% | -21.0% |
| 3Y | +2.0% | -5.8% | +7.8% | -0.3% |
| 5Y | +6.2% | +5.7% | +0.5% | -3.0% |
| 10Y | +210.2% | 0.0% | +210.1% | +173.0% |
| All | +210.2% | +0.3% | +209.9% | +173.0% |
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