+881.5%
HON vs LVS
+65.2%
+816.2%
-61.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.5% | -0.1% | -1.3% |
| 7D | -0.6% | -2.7% | +2.2% | -0.1% |
| 30D | -15.4% | -4.7% | -10.7% | -14.8% |
| 3M | -9.1% | -15.6% | +6.4% | -6.6% |
| 6M | -17.1% | -18.6% | +1.6% | -14.3% |
| YTD | +1.5% | -32.3% | +33.8% | +7.7% |
| 1Y | -1.3% | -18.0% | +16.7% | +1.0% |
| 3Y | +19.5% | -5.8% | +25.4% | +17.7% |
| 5Y | +3.1% | +5.7% | -2.7% | -3.8% |
| 10Y | +138.4% | 0.0% | +138.3% | +119.8% |
| All | +881.5% | +65.2% | +816.2% | +620.7% |
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