+918.0%
LITE vs OSCR
-10.4%
+928.4%
-66.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OSCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | 0.0% | +4.0% | +4.0% |
| 7D | -1.5% | +5.8% | -7.4% | -2.1% |
| 30D | +6.7% | +7.1% | -0.5% | +5.7% |
| 3M | -6.8% | +36.7% | -43.4% | -10.2% |
| 6M | +29.4% | +114.3% | -84.8% | +17.6% |
| YTD | +139.1% | +124.4% | +14.7% | +114.8% |
| 1Y | +521.0% | +75.5% | +445.5% | +467.5% |
| 3Y | +1,535.3% | +390.1% | +1,145.2% | +1,148.3% |
| 5Y | +889.8% | +77.1% | +812.7% | +670.3% |
| All | +918.0% | -10.4% | +928.4% | +785.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling