+1,754.0%
HCA vs LVS
+64.6%
+1,689.4%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.5% | +0.8% | +1.2% |
| 7D | +5.4% | -3.5% | +8.9% | +6.4% |
| 30D | +3.0% | -6.2% | +9.2% | +4.7% |
| 3M | +13.0% | -14.8% | +27.9% | +17.8% |
| 6M | -20.3% | -20.9% | +0.6% | -15.5% |
| YTD | -8.2% | -33.0% | +24.8% | +1.3% |
| 1Y | +6.7% | -20.0% | +26.7% | +11.3% |
| 3Y | +60.4% | -6.9% | +67.3% | +55.5% |
| 5Y | +73.4% | +9.1% | +64.4% | +50.0% |
| 10Y | +506.9% | -1.1% | +508.1% | +414.6% |
| All | +1,754.0% | +64.6% | +1,689.4% | +1,156.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling