+250.7%
HOOD vs LVS
+6.0%
+244.6%
-90.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.3% | -1.8% | -1.9% |
| 7D | +17.1% | -1.5% | +18.6% | +17.9% |
| 30D | +31.6% | -3.2% | +34.8% | +33.5% |
| 3M | +38.2% | -12.0% | +50.2% | +45.7% |
| 6M | +48.5% | -19.9% | +68.4% | +63.3% |
| YTD | +8.0% | -30.6% | +38.6% | +25.7% |
| 1Y | +18.7% | -17.7% | +36.4% | +26.5% |
| 3Y | +999.1% | -14.2% | +1,013.3% | +995.8% |
| 5Y | +181.7% | +9.6% | +172.1% | +102.1% |
| All | +250.7% | +6.0% | +244.6% | +160.8% |
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 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