-3.3%
LVS vs HUBB
+446.9%
-450.2%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HUBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.8% | -1.2% | -0.3% |
| 7D | -3.5% | -0.1% | -3.4% | -3.4% |
| 30D | -6.2% | -10.0% | +3.7% | -1.5% |
| 3M | -14.8% | -1.6% | -13.2% | -15.4% |
| 6M | -20.9% | -3.1% | -17.8% | -21.7% |
| YTD | -33.0% | +4.6% | -37.6% | -36.9% |
| 1Y | -20.0% | +3.3% | -23.4% | -24.5% |
| 3Y | -6.9% | +46.6% | -53.5% | -31.1% |
| 5Y | +9.1% | +158.7% | -149.6% | -45.9% |
| All | -3.3% | +446.9% | -450.2% | -67.7% |
Cumulative growth
Daily Returns
Daily percentage return beside HUBB.
Daily Out/Under-Performance
Portfolio return minus HUBB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HUBB 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 10y: compounded portfolio wealth divided by compounded HUBB 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…
10y analysis · Full analysis span regression · 6 months rolling