+3.1%
HD vs LVS
-6.1%
+9.1%
-28.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -0.9% | -1.4% | -2.1% |
| 7D | -1.2% | +0.3% | -1.5% | -1.2% |
| 30D | -11.1% | -3.9% | -7.2% | -10.5% |
| 3M | +2.0% | -12.9% | +14.9% | +4.3% |
| 6M | -10.5% | -16.9% | +6.5% | -7.8% |
| YTD | -6.9% | -31.2% | +24.4% | -1.4% |
| 1Y | -23.2% | -16.4% | -6.8% | -21.7% |
| 3Y | +3.1% | -4.4% | +7.5% | -3.0% |
| All | +3.1% | -6.1% | +9.1% | -3.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling