+132.3%
HON vs LVS
0.0%
+132.3%
-43.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.5% | -0.5% | 0.0% |
| 7D | -3.5% | -3.5% | 0.0% | -2.6% |
| 30D | -13.8% | -6.2% | -7.5% | -12.4% |
| 3M | -11.7% | -14.8% | +3.2% | -8.2% |
| 6M | -18.7% | -20.9% | +2.1% | -14.2% |
| YTD | +0.2% | -33.0% | +33.3% | +9.8% |
| 1Y | -3.1% | -20.0% | +17.0% | +0.8% |
| 3Y | +17.0% | -6.9% | +23.9% | +13.4% |
| 5Y | +2.0% | +9.1% | -7.1% | -11.2% |
| All | +132.3% | 0.0% | +132.3% | +101.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling