-6.9%
LVS vs OSCR
+401.8%
-408.8%
-44.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | OSCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.6% | 0.0% | +0.5% |
| 7D | -3.5% | +1.6% | -5.1% | -3.6% |
| 30D | -6.2% | +10.7% | -16.9% | -6.7% |
| 3M | -14.8% | +13.4% | -28.2% | -15.5% |
| 6M | -20.9% | +144.6% | -165.4% | -24.8% |
| YTD | -33.0% | +128.0% | -161.1% | -36.3% |
| 1Y | -20.0% | +68.7% | -88.7% | -23.2% |
| 3Y | -6.9% | +398.8% | -405.7% | -21.4% |
| All | -6.9% | +401.8% | -408.8% | -21.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling