-58.5%
HUBS vs LVS
-7.9%
-50.6%
-79.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.5% | +0.3% | +0.6% |
| 7D | -9.0% | -3.5% | -5.5% | -7.9% |
| 30D | +7.2% | -6.2% | +13.5% | +9.3% |
| 3M | +20.9% | -14.8% | +35.7% | +27.0% |
| 6M | -13.0% | -20.9% | +7.8% | -6.4% |
| YTD | -43.8% | -33.0% | -10.8% | -36.8% |
| 1Y | -54.6% | -20.0% | -34.6% | -51.5% |
| 3Y | -58.5% | -6.9% | -51.5% | -59.9% |
| All | -58.5% | -7.9% | -50.6% | -59.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling