+57.3%
LLY vs OSCR
+104.5%
-47.1%
-23.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | OSCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +8.6% | -8.0% | +0.6% |
| 7D | +10.1% | +15.5% | -5.4% | +10.1% |
| 30D | +24.0% | +8.5% | +15.5% | +24.1% |
| 3M | +27.3% | +15.8% | +11.4% | +27.5% |
| 6M | +47.0% | +89.5% | -42.5% | +48.9% |
| YTD | +32.6% | +144.9% | -112.3% | +35.6% |
| 1Y | +57.3% | +105.1% | -47.7% | +60.1% |
| All | +57.3% | +104.5% | -47.1% | +60.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling