+48.7%
LVS vs HUBB
+1,438.5%
-1,389.8%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HUBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -2.1% | +0.6% | 0.0% |
| 7D | -2.7% | +1.1% | -3.8% | -3.5% |
| 30D | -4.7% | -9.6% | +4.9% | +2.2% |
| 3M | -15.6% | -6.2% | -9.4% | -13.6% |
| 6M | -18.6% | -6.2% | -12.5% | -18.2% |
| YTD | -32.3% | +3.4% | -35.6% | -37.4% |
| 1Y | -18.0% | +5.3% | -23.3% | -26.0% |
| 3Y | -5.8% | +44.4% | -50.2% | -38.4% |
| 5Y | +5.7% | +152.4% | -146.6% | -59.2% |
| 10Y | 0.0% | +437.0% | -437.0% | -82.0% |
| All | +48.7% | +1,438.5% | -1,389.8% | -92.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling