-6.9%
LVS vs HIG
+101.1%
-108.1%
-44.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.3% | +0.9% | +0.6% |
| 7D | -3.5% | -1.5% | -2.0% | -3.0% |
| 30D | -6.2% | -0.4% | -5.9% | -6.2% |
| 3M | -14.8% | +6.7% | -21.5% | -16.8% |
| 6M | -20.9% | +2.0% | -22.8% | -21.7% |
| YTD | -33.0% | +0.3% | -33.3% | -33.4% |
| 1Y | -20.0% | +4.2% | -24.2% | -21.7% |
| 3Y | -6.9% | +102.2% | -109.2% | -26.2% |
| All | -6.9% | +101.1% | -108.1% | -26.2% |
Cumulative growth
Daily Returns
Daily percentage return beside HIG.
Daily Out/Under-Performance
Portfolio return minus HIG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HIG 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 HIG 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