+521.0%
LITE vs OSCR
+75.7%
+445.2%
-42.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | OSCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | 0.0% | +4.0% | +4.0% |
| 7D | -1.5% | +5.8% | -7.4% | -1.7% |
| 30D | +6.7% | +7.1% | -0.5% | +6.1% |
| 3M | -6.8% | +36.7% | -43.4% | -8.3% |
| 6M | +29.4% | +114.3% | -84.8% | +18.0% |
| YTD | +139.1% | +124.4% | +14.7% | +114.9% |
| 1Y | +521.0% | +75.5% | +445.5% | +453.0% |
| All | +521.0% | +75.7% | +445.2% | +453.0% |
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