+1,516.8%
HWM vs LVS
-12.1%
+1,528.8%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | -1.4% | +3.7% | +2.8% |
| 7D | +5.0% | -1.3% | +6.2% | +5.4% |
| 30D | +1.5% | +12.2% | -10.7% | -3.2% |
| 3M | -20.3% | -11.3% | -9.0% | -16.7% |
| 6M | -18.0% | -21.6% | +3.6% | -10.4% |
| YTD | +9.5% | -36.6% | +46.1% | +28.9% |
| 1Y | +7.5% | -38.4% | +45.9% | +27.9% |
| 3Y | +355.7% | -10.2% | +365.8% | +338.5% |
| 5Y | +610.2% | +9.4% | +600.8% | +471.5% |
| 10Y | +1,516.8% | -11.3% | +1,528.1% | +1,335.6% |
| All | +1,516.8% | -12.1% | +1,528.8% | +1,335.6% |
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