+8.5%
LVS vs HUBB
+148.7%
-140.2%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HUBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.6% | -1.1% | -1.5% |
| 7D | -4.3% | -1.7% | -2.6% | -3.7% |
| 30D | -6.8% | -12.7% | +5.8% | -2.6% |
| 3M | -15.6% | -2.9% | -12.7% | -15.7% |
| 6M | -20.6% | -4.8% | -15.8% | -20.8% |
| YTD | -33.4% | +2.8% | -36.2% | -35.9% |
| 1Y | -20.1% | +3.5% | -23.7% | -23.7% |
| 3Y | -7.4% | +43.5% | -51.0% | -25.0% |
| 5Y | +8.5% | +154.2% | -145.7% | -38.7% |
| All | +8.5% | +148.7% | -140.2% | -38.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling