-20.0%
LVS vs OSCR
+64.1%
-84.2%
-37.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | OSCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.6% | 0.0% | +0.5% |
| 7D | -3.5% | +1.6% | -5.1% | -3.5% |
| 30D | -6.2% | +10.7% | -16.9% | -6.6% |
| 3M | -14.8% | +13.4% | -28.2% | -15.4% |
| 6M | -20.9% | +144.6% | -165.4% | -23.7% |
| YTD | -33.0% | +128.0% | -161.1% | -35.5% |
| 1Y | -20.0% | +68.7% | -88.7% | -23.8% |
| All | -20.0% | +64.1% | -84.2% | -23.8% |
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