-25.6%
LVS vs ALHC
-33.0%
+7.4%
-52.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -2.1% | +0.4% | -1.5% |
| 7D | -4.3% | -5.8% | +1.5% | -3.8% |
| 30D | -6.8% | -3.3% | -3.5% | -6.6% |
| 3M | -15.6% | -37.9% | +22.3% | -12.7% |
| 6M | -20.6% | -29.5% | +8.9% | -19.3% |
| YTD | -33.4% | -35.4% | +2.0% | -31.9% |
| 1Y | -20.1% | -22.4% | +2.3% | -19.9% |
| 3Y | -7.4% | +146.3% | -153.8% | -23.9% |
| 5Y | +8.5% | -32.0% | +40.5% | +0.1% |
| All | -25.6% | -33.0% | +7.4% | -33.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ALHC.
Daily Out/Under-Performance
Portfolio return minus ALHC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALHC 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 ALHC 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