+50.9%
LVS vs OMC
+245.6%
-194.7%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.8% | +0.9% | +0.5% |
| 7D | +0.3% | -5.8% | +6.1% | +4.5% |
| 30D | -3.9% | -4.8% | +0.9% | -0.7% |
| 3M | -12.9% | +9.2% | -22.1% | -20.2% |
| 6M | -16.9% | -2.5% | -14.5% | -17.5% |
| YTD | -31.2% | +2.6% | -33.8% | -36.4% |
| 1Y | -16.4% | +5.9% | -22.4% | -26.1% |
| 3Y | -4.4% | +14.2% | -18.6% | -24.8% |
| 5Y | +6.7% | +33.2% | -26.6% | -30.2% |
| 10Y | +1.4% | +33.4% | -32.0% | -41.4% |
| All | +50.9% | +245.6% | -194.7% | -65.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling