+243.8%
HPQ vs LVS
0.0%
+243.8%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.4% | +0.5% | +7.9% | +8.2% |
| 7D | +9.8% | -3.5% | +13.2% | +11.1% |
| 30D | +22.4% | -6.2% | +28.6% | +25.0% |
| 3M | +45.2% | -14.8% | +60.0% | +52.8% |
| 6M | +96.4% | -20.9% | +117.3% | +111.6% |
| YTD | +65.4% | -33.0% | +98.4% | +87.2% |
| 1Y | +31.6% | -20.0% | +51.6% | +38.6% |
| 3Y | +37.0% | -6.9% | +44.0% | +32.6% |
| 5Y | +53.0% | +9.1% | +43.9% | +30.2% |
| All | +243.8% | 0.0% | +243.8% | +197.9% |
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