-31.8%
LVS vs OMC
+24.5%
-56.3%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | OMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.5% | +5.2% | +1.3% | +5.8% |
| 7D | +13.4% | +12.5% | +0.9% | +11.9% |
| 30D | +12.2% | +16.3% | -4.1% | +10.2% |
| 3M | -10.7% | +8.1% | -18.8% | -11.8% |
| 6M | -19.8% | +17.2% | -37.0% | -21.5% |
| YTD | -35.8% | +11.8% | -47.6% | -36.5% |
| 1Y | -31.8% | +23.9% | -55.7% | -32.8% |
| All | -31.8% | +24.5% | -56.3% | -32.8% |
Cumulative growth
Daily Returns
Daily percentage return beside OMC.
Daily Out/Under-Performance
Portfolio return minus OMC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × OMC 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 1y: compounded portfolio wealth divided by compounded OMC 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…
1y analysis · Full analysis span regression · 6 months rolling