+589.2%
LITE vs OSCR
-13.8%
+602.9%
-66.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OSCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | -2.8% | -1.7% | -4.2% |
| 7D | +10.8% | +1.3% | +9.5% | +10.6% |
| 30D | -33.4% | -9.5% | -23.9% | -32.9% |
| 3M | -32.2% | +0.9% | -33.1% | -32.6% |
| 6M | -42.1% | +31.5% | -73.6% | -44.4% |
| YTD | +61.9% | +116.1% | -54.2% | +45.5% |
| 1Y | +163.0% | +122.6% | +40.4% | +135.4% |
| 3Y | +1,358.0% | +356.6% | +1,001.4% | +1,022.1% |
| 5Y | +549.9% | +154.9% | +395.0% | +390.4% |
| All | +589.2% | -13.8% | +602.9% | +499.7% |
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 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