+346.7%
HWM vs LVS
-11.5%
+358.2%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.2% | +1.8% | +0.1% |
| 7D | +11.1% | -3.9% | +15.0% | +12.1% |
| 30D | +3.0% | +7.1% | -4.1% | +1.3% |
| 3M | -20.7% | -13.2% | -7.5% | -18.5% |
| 6M | -17.2% | -22.8% | +5.6% | -12.8% |
| YTD | +9.1% | -38.0% | +47.1% | +20.0% |
| 1Y | +9.0% | -39.5% | +48.5% | +20.6% |
| All | +346.7% | -11.5% | +358.2% | +310.0% |
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