+268.6%
HL vs LVS
+67.7%
+200.9%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.9% | -0.2% | -0.8% |
| 7D | +7.1% | +0.3% | +6.7% | +7.0% |
| 30D | +21.4% | -3.9% | +25.4% | +22.7% |
| 3M | +37.4% | -12.9% | +50.3% | +42.1% |
| 6M | +0.4% | -16.9% | +17.3% | +4.9% |
| YTD | +6.7% | -31.2% | +37.9% | +16.7% |
| 1Y | +102.4% | -16.4% | +118.8% | +109.1% |
| 3Y | +417.4% | -4.4% | +421.8% | +404.9% |
| 5Y | +243.3% | +6.7% | +236.7% | +212.8% |
| 10Y | +242.6% | +1.4% | +241.1% | +200.6% |
| All | +268.6% | +67.7% | +200.9% | +83.2% |
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 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