+151.7%
HYG vs LVS
-21.8%
+173.6%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.5% | -0.6% | -0.1% |
| 7D | -0.7% | -3.5% | +2.8% | -0.5% |
| 30D | -0.7% | -6.2% | +5.5% | -0.3% |
| 3M | -0.2% | -14.8% | +14.6% | +0.9% |
| 6M | +1.4% | -20.9% | +22.3% | +3.0% |
| YTD | +1.5% | -33.0% | +34.5% | +4.1% |
| 1Y | +2.9% | -20.0% | +22.9% | +4.1% |
| 3Y | +25.6% | -6.9% | +32.6% | +24.8% |
| 5Y | +18.6% | +9.1% | +9.5% | +14.7% |
| 10Y | +55.7% | -1.1% | +56.9% | +48.8% |
| All | +151.7% | -21.8% | +173.6% | +109.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling