+563.1%
HPE vs LVS
0.0%
+563.1%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.4% | +0.5% | +11.9% | +12.2% |
| 7D | +19.4% | -3.5% | +22.9% | +20.9% |
| 30D | +5.6% | -6.2% | +11.9% | +7.9% |
| 3M | +33.1% | -14.8% | +47.9% | +40.1% |
| 6M | +192.5% | -20.9% | +213.3% | +214.7% |
| YTD | +160.9% | -33.0% | +194.0% | +196.9% |
| 1Y | +155.0% | -20.0% | +175.0% | +169.4% |
| 3Y | +289.4% | -6.9% | +296.3% | +276.2% |
| 5Y | +395.7% | +9.1% | +386.6% | +318.0% |
| All | +563.1% | 0.0% | +563.1% | +492.2% |
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