+8.5%
LVS vs HIG
+118.8%
-110.3%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +0.2% | -1.9% | -1.8% |
| 7D | -4.3% | -2.3% | -2.0% | -3.2% |
| 30D | -6.8% | -1.2% | -5.6% | -6.3% |
| 3M | -15.6% | +6.3% | -21.9% | -18.3% |
| 6M | -20.6% | +0.6% | -21.2% | -21.4% |
| YTD | -33.4% | +0.6% | -34.0% | -34.1% |
| 1Y | -20.1% | +6.1% | -26.2% | -23.3% |
| 3Y | -7.4% | +102.0% | -109.4% | -39.8% |
| 5Y | +8.5% | +119.2% | -110.7% | -38.0% |
| All | +8.5% | +118.8% | -110.3% | -38.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling