+4.4%
HWM vs LVS
-31.5%
+35.9%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | +6.5% | -10.8% | -5.3% |
| 7D | +9.4% | +13.4% | -4.0% | +7.0% |
| 30D | -7.0% | +12.2% | -19.2% | -8.9% |
| 3M | -25.9% | -10.7% | -15.1% | -25.4% |
| 6M | -10.8% | -19.8% | +9.0% | -8.8% |
| YTD | +4.3% | -35.8% | +40.1% | +9.3% |
| 1Y | +4.4% | -31.8% | +36.2% | +6.7% |
| All | +4.4% | -31.5% | +35.9% | +6.7% |
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