0.0%
LVS vs THC
+1,002.8%
-1,002.8%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +3.9% | -5.3% | -2.3% |
| 7D | -2.7% | +4.1% | -6.8% | -3.6% |
| 30D | -4.7% | +3.5% | -8.2% | -5.5% |
| 3M | -15.6% | +61.7% | -77.3% | -24.6% |
| 6M | -18.6% | +11.8% | -30.5% | -21.5% |
| YTD | -32.3% | +35.4% | -67.7% | -37.6% |
| 1Y | -18.0% | +37.0% | -55.0% | -25.0% |
| 3Y | -5.8% | +260.1% | -265.9% | -33.0% |
| 5Y | +5.7% | +262.6% | -256.9% | -27.5% |
| 10Y | 0.0% | +1,039.2% | -1,039.2% | -50.5% |
| All | 0.0% | +1,002.8% | -1,002.8% | -50.5% |
Cumulative growth
Daily Returns
Daily percentage return beside THC.
Daily Out/Under-Performance
Portfolio return minus THC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × THC 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 THC 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