+225.5%
HOOD vs LVS
+1.8%
+223.7%
-90.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | LVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.7% | 0.0% | -0.9% |
| 7D | -9.1% | -4.3% | -4.8% | -7.3% |
| 30D | +20.1% | -6.8% | +26.9% | +24.0% |
| 3M | +31.2% | -15.6% | +46.9% | +41.1% |
| 6M | +44.3% | -20.6% | +64.9% | +59.2% |
| YTD | +0.2% | -33.4% | +33.6% | +18.9% |
| 1Y | -3.5% | -20.1% | +16.6% | +4.2% |
| 3Y | +955.2% | -7.4% | +962.6% | +914.9% |
| 5Y | +175.3% | +8.5% | +166.8% | +106.6% |
| All | +225.5% | +1.8% | +223.7% | +146.6% |
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 2016-09-10 to 2026-09-10: 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling