+232.7%
LITE vs OSCR
+104.5%
+128.3%
-44.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | OSCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.9% | +8.6% | -16.4% | -7.8% |
| 7D | -31.4% | +15.5% | -46.9% | -31.4% |
| 30D | -42.6% | +8.5% | -51.1% | -42.5% |
| 3M | -26.2% | +15.8% | -42.1% | -26.5% |
| 6M | -35.8% | +89.5% | -125.3% | -38.3% |
| YTD | +70.0% | +144.9% | -74.8% | +53.2% |
| 1Y | +232.7% | +105.1% | +127.7% | +212.7% |
| All | +232.7% | +104.5% | +128.3% | +212.7% |
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