+480.8%
HPQ vs LVS
+65.2%
+415.6%
-77.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | -1.5% | +5.4% | +4.2% |
| 7D | +1.3% | -2.7% | +4.0% | +1.8% |
| 30D | +8.7% | -4.7% | +13.4% | +9.6% |
| 3M | +31.5% | -15.6% | +47.0% | +35.4% |
| 6M | +76.0% | -18.6% | +94.6% | +82.4% |
| YTD | +49.5% | -32.3% | +81.8% | +59.6% |
| 1Y | +17.3% | -18.0% | +35.3% | +20.3% |
| 3Y | +24.4% | -5.8% | +30.2% | +23.0% |
| 5Y | +37.3% | +5.7% | +31.6% | +29.4% |
| 10Y | +223.0% | 0.0% | +223.0% | +203.8% |
| All | +480.8% | +65.2% | +415.6% | +352.2% |
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 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