-3.3%
LVS vs OMC
+34.2%
-37.5%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.6% | +1.1% | +0.8% |
| 7D | -3.5% | -4.4% | +0.9% | -1.4% |
| 30D | -6.2% | -7.6% | +1.4% | -2.8% |
| 3M | -14.8% | +4.5% | -19.4% | -17.8% |
| 6M | -20.9% | -0.3% | -20.6% | -21.9% |
| YTD | -33.0% | -0.1% | -32.9% | -35.1% |
| 1Y | -20.0% | +4.6% | -24.7% | -25.3% |
| 3Y | -6.9% | +10.5% | -17.4% | -18.6% |
| 5Y | +9.1% | +31.7% | -22.6% | -16.2% |
| All | -3.3% | +34.2% | -37.5% | -30.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling