+1,315.6%
HD vs LVS
+54.5%
+1,261.1%
-55.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -1.4% | +4.2% | +3.1% |
| 7D | +3.6% | +5.2% | -1.6% | +2.8% |
| 30D | +21.6% | +12.0% | +9.6% | +19.4% |
| 3M | +0.1% | -11.5% | +11.6% | +2.1% |
| 6M | +13.0% | -23.2% | +36.2% | +17.7% |
| YTD | +4.9% | -36.7% | +41.6% | +12.2% |
| 1Y | -2.1% | -36.8% | +34.7% | +4.8% |
| 3Y | +32.6% | -10.5% | +43.1% | +31.9% |
| 5Y | +8.2% | +5.1% | +3.1% | +1.9% |
| 10Y | +257.9% | -14.0% | +271.9% | +235.9% |
| All | +1,315.6% | +54.5% | +1,261.1% | +928.3% |
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