+39.0%
LVS vs THC
+575.2%
-536.2%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +2.0% | -3.4% | -1.9% |
| 7D | +5.2% | +7.5% | -2.3% | +3.0% |
| 30D | +12.0% | +9.6% | +2.4% | +9.0% |
| 3M | -11.5% | +10.3% | -21.7% | -14.1% |
| 6M | -23.2% | +51.8% | -75.0% | -32.8% |
| YTD | -36.7% | +45.4% | -82.1% | -44.4% |
| 1Y | -36.8% | +40.8% | -77.6% | -44.1% |
| 3Y | -10.5% | +448.8% | -459.3% | -49.0% |
| 5Y | +5.1% | +263.4% | -258.3% | -36.0% |
| 10Y | -14.0% | +1,800.1% | -1,814.0% | -75.4% |
| All | +39.0% | +575.2% | -536.2% | -72.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling