+50.9%
LVS vs HIG
+224.0%
-173.1%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -2.0% | +1.1% | -0.1% |
| 7D | +0.3% | -1.1% | +1.4% | +0.7% |
| 30D | -3.9% | -4.9% | +1.0% | -2.1% |
| 3M | -12.9% | +6.8% | -19.6% | -15.2% |
| 6M | -16.9% | -1.7% | -15.3% | -16.8% |
| YTD | -31.2% | -0.2% | -31.0% | -31.6% |
| 1Y | -16.4% | +5.7% | -22.1% | -18.8% |
| 3Y | -4.4% | +100.3% | -104.7% | -27.9% |
| 5Y | +6.7% | +118.5% | -111.8% | -22.4% |
| 10Y | +1.4% | +309.7% | -308.3% | -44.4% |
| All | +50.9% | +224.0% | -173.1% | -24.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling