+41.2%
LVS vs THC
+578.2%
-537.0%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.4% | +1.2% | +1.5% |
| 7D | +6.7% | +8.8% | -2.2% | +4.1% |
| 30D | +13.8% | +10.0% | +3.7% | +10.6% |
| 3M | -9.5% | +11.7% | -21.1% | -12.5% |
| 6M | -22.0% | +52.5% | -74.5% | -31.8% |
| YTD | -35.7% | +46.1% | -81.7% | -43.6% |
| 1Y | -36.7% | +49.1% | -85.8% | -44.9% |
| 3Y | -8.8% | +439.6% | -448.5% | -47.8% |
| 5Y | +9.5% | +263.2% | -253.6% | -33.3% |
| 10Y | -10.9% | +1,900.5% | -1,911.4% | -74.9% |
| All | +41.2% | +578.2% | -537.0% | -71.8% |
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