+5.0%
LVS vs OMC
+52.4%
-47.5%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +1.3% | +1.4% | +2.2% |
| 7D | -0.8% | +1.9% | -2.7% | -1.6% |
| 30D | +10.0% | +12.2% | -2.2% | +5.0% |
| 3M | -11.0% | +0.6% | -11.6% | -11.5% |
| 6M | -20.1% | +21.0% | -41.2% | -27.0% |
| YTD | -36.3% | +12.4% | -48.7% | -40.5% |
| 1Y | -36.8% | +25.4% | -62.3% | -44.4% |
| 3Y | -9.5% | +29.2% | -38.7% | -26.1% |
| All | +5.0% | +52.4% | -47.5% | -32.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling