+980.9%
LITE vs OSCR
-9.5%
+990.4%
-66.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OSCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | +2.6% | -8.0% | -5.6% |
| 7D | +10.4% | +1.1% | +9.4% | +10.3% |
| 30D | +14.0% | +16.5% | -2.5% | +12.2% |
| 3M | +9.7% | +17.0% | -7.3% | +7.4% |
| 6M | +39.2% | +145.0% | -105.7% | +24.7% |
| YTD | +153.9% | +126.7% | +27.1% | +127.8% |
| 1Y | +467.5% | +67.2% | +400.3% | +421.5% |
| 3Y | +1,784.2% | +405.1% | +1,379.1% | +1,333.6% |
| 5Y | +990.3% | +86.2% | +904.1% | +744.5% |
| All | +980.9% | -9.5% | +990.4% | +839.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling