+52.3%
LVS vs THC
+519.3%
-467.0%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.6% | -0.9% | -0.5% |
| 7D | -1.5% | -0.7% | -0.8% | -1.3% |
| 30D | -3.2% | +1.3% | -4.5% | -3.7% |
| 3M | -12.0% | +64.2% | -76.2% | -24.4% |
| 6M | -19.9% | +8.3% | -28.2% | -22.8% |
| YTD | -30.6% | +33.4% | -64.0% | -37.5% |
| 1Y | -17.7% | +37.7% | -55.4% | -26.9% |
| 3Y | -14.2% | +236.8% | -251.0% | -43.8% |
| 5Y | +9.6% | +249.3% | -239.6% | -32.7% |
| 10Y | +5.7% | +995.2% | -989.6% | -64.7% |
| All | +52.3% | +519.3% | -467.0% | -68.8% |
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