+129.2%
HPE vs LVS
-18.2%
+147.4%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | -0.3% | -4.2% | -4.4% |
| 7D | -0.6% | -1.5% | +0.9% | -0.4% |
| 30D | -2.3% | -3.2% | +0.9% | -2.0% |
| 3M | -2.9% | -12.0% | +9.1% | -0.9% |
| 6M | +143.6% | -19.9% | +163.5% | +152.0% |
| YTD | +118.5% | -30.6% | +149.2% | +131.3% |
| 1Y | +129.2% | -17.7% | +146.9% | +137.8% |
| All | +129.2% | -18.2% | +147.4% | +137.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling