+155.0%
HPE vs LVS
-19.9%
+174.9%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.4% | +0.5% | +11.9% | +12.4% |
| 7D | +19.4% | -3.5% | +22.9% | +19.9% |
| 30D | +5.6% | -6.2% | +11.9% | +6.3% |
| 3M | +33.1% | -14.8% | +47.9% | +36.1% |
| 6M | +192.5% | -20.9% | +213.3% | +202.3% |
| YTD | +160.9% | -33.0% | +194.0% | +177.4% |
| 1Y | +155.0% | -20.0% | +175.0% | +166.6% |
| All | +155.0% | -19.9% | +174.9% | +166.6% |
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 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