+52.3%
LVS vs HAS
+848.8%
-796.6%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.5% | +0.2% | 0.0% |
| 7D | -1.5% | -1.8% | +0.3% | -0.5% |
| 30D | -3.2% | +2.3% | -5.5% | -4.5% |
| 3M | -12.0% | +10.4% | -22.3% | -17.4% |
| 6M | -19.9% | -3.2% | -16.7% | -20.1% |
| YTD | -30.6% | +15.4% | -46.0% | -37.8% |
| 1Y | -17.7% | +18.8% | -36.5% | -27.6% |
| 3Y | -14.2% | +43.9% | -58.2% | -36.0% |
| 5Y | +9.6% | +13.9% | -4.3% | -8.6% |
| 10Y | +5.7% | +56.4% | -50.7% | -40.9% |
| All | +52.3% | +848.8% | -796.6% | -77.6% |
Cumulative growth
Daily Returns
Daily percentage return beside HAS.
Daily Out/Under-Performance
Portfolio return minus HAS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HAS 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 HAS 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