-31.8%
LVS vs OSCR
+104.5%
-136.3%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | OSCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.5% | +8.6% | -2.1% | +5.7% |
| 7D | +13.4% | +15.5% | -2.1% | +12.0% |
| 30D | +12.2% | +8.5% | +3.6% | +11.3% |
| 3M | -10.7% | +15.8% | -26.6% | -11.9% |
| 6M | -19.8% | +89.5% | -109.3% | -24.0% |
| YTD | -35.8% | +144.9% | -180.7% | -40.7% |
| 1Y | -31.8% | +105.1% | -136.9% | -36.7% |
| All | -31.8% | +104.5% | -136.3% | -36.7% |
Cumulative growth
Daily Returns
Daily percentage return beside OSCR.
Daily Out/Under-Performance
Portfolio return minus OSCR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × OSCR 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 OSCR 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