+72.8%
HCA vs LVS
+8.6%
+64.2%
-39.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.5% | +0.8% | +1.3% |
| 7D | +5.4% | -3.5% | +8.9% | +6.0% |
| 30D | +3.0% | -6.2% | +9.2% | +3.9% |
| 3M | +13.0% | -14.8% | +27.9% | +15.6% |
| 6M | -20.3% | -20.9% | +0.6% | -17.7% |
| YTD | -8.2% | -33.0% | +24.8% | -3.1% |
| 1Y | +6.7% | -20.0% | +26.7% | +9.4% |
| 3Y | +60.4% | -6.9% | +67.3% | +57.9% |
| All | +72.8% | +8.6% | +64.2% | +60.9% |
Cumulative growth
Daily Returns
Daily percentage return beside LVS.
Daily Out/Under-Performance
Portfolio return minus LVS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LVS 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 LVS 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