-30.7%
LVS vs OSCR
-9.0%
-21.7%
-54.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -7.2% |
| 3M | -14.8% | +13.4% | -28.2% | -16.2% |
| 6M | -20.9% | +144.6% | -165.4% | -28.1% |
| YTD | -33.0% | +128.0% | -161.1% | -39.0% |
| 1Y | -20.0% | +68.7% | -88.7% | -25.8% |
| 3Y | -6.9% | +398.8% | -405.7% | -29.7% |
| 5Y | +9.1% | +87.3% | -78.2% | -17.7% |
| All | -30.7% | -9.0% | -21.7% | -41.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling