+1,547.2%
HWM vs LVS
-7.6%
+1,554.8%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.7% | -0.3% | -1.4% |
| 7D | -12.5% | -4.3% | -8.2% | -10.9% |
| 30D | -19.0% | -6.8% | -12.2% | -16.7% |
| 3M | -8.6% | -15.6% | +7.0% | -2.6% |
| 6M | -10.2% | -20.6% | +10.4% | -2.4% |
| YTD | +11.3% | -33.4% | +44.7% | +28.8% |
| 1Y | +24.3% | -20.1% | +44.4% | +32.1% |
| 3Y | +382.3% | -7.4% | +389.7% | +359.7% |
| 5Y | +640.6% | +8.5% | +632.1% | +499.6% |
| All | +1,547.2% | -7.6% | +1,554.8% | +1,309.7% |
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 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