+99.3%
HLT vs LVS
-7.9%
+107.2%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.5% | -0.6% | -0.1% |
| 7D | -1.6% | -3.5% | +1.9% | -0.8% |
| 30D | -5.0% | -6.2% | +1.2% | -3.6% |
| 3M | -10.4% | -14.8% | +4.4% | -6.9% |
| 6M | +3.2% | -20.9% | +24.1% | +8.9% |
| YTD | +6.7% | -33.0% | +39.8% | +16.8% |
| 1Y | +10.3% | -20.0% | +30.3% | +14.8% |
| 3Y | +99.3% | -6.9% | +106.3% | +86.9% |
| All | +99.3% | -7.9% | +107.2% | +86.9% |
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 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