+648.6%
LITE vs OSCR
-10.8%
+659.4%
-66.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OSCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.7% | -4.1% | +14.7% | +11.1% |
| 7D | +3.4% | -8.8% | +12.2% | +4.3% |
| 30D | -34.9% | -5.6% | -29.3% | -34.6% |
| 3M | -21.0% | +14.8% | -35.8% | -22.5% |
| 6M | -38.5% | +46.0% | -84.4% | -41.7% |
| YTD | +75.8% | +123.5% | -47.6% | +57.5% |
| 1Y | +156.7% | +116.2% | +40.5% | +130.6% |
| 3Y | +1,498.6% | +351.6% | +1,147.0% | +1,132.8% |
| 5Y | +610.9% | +157.5% | +453.4% | +435.7% |
| All | +648.6% | -10.8% | +659.4% | +549.3% |
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