+1,938.3%
LITE vs OSCR
+386.4%
+1,551.9%
-50.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | OSCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -3.8% | +4.9% | +1.3% |
| 7D | +13.6% | +4.7% | +8.9% | +13.2% |
| 30D | +21.6% | +14.8% | +6.8% | +20.3% |
| 3M | +20.3% | +16.7% | +3.7% | +18.6% |
| 6M | +54.4% | +127.5% | -73.1% | +42.1% |
| YTD | +168.3% | +121.0% | +47.3% | +146.5% |
| 1Y | +551.8% | +58.4% | +493.4% | +509.3% |
| All | +1,938.3% | +386.4% | +1,551.9% | +1,396.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling