+1,307.1%
HD vs LVS
+54.7%
+1,252.4%
-55.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.4% | +1.5% | +0.3% |
| 7D | -1.2% | -1.3% | +0.1% | -1.0% |
| 30D | +20.9% | +12.2% | +8.7% | +18.7% |
| 3M | -0.2% | -11.3% | +11.1% | +1.7% |
| 6M | +14.5% | -21.6% | +36.1% | +18.8% |
| YTD | +4.3% | -36.6% | +40.9% | +11.5% |
| 1Y | -3.5% | -38.4% | +34.9% | +3.7% |
| 3Y | +30.1% | -10.2% | +40.3% | +29.4% |
| 5Y | +8.5% | +9.4% | -1.0% | +1.5% |
| 10Y | +245.3% | -11.3% | +256.6% | +222.6% |
| All | +1,307.1% | +54.7% | +1,252.4% | +921.9% |
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