+55.7%
LLY vs OSCR
+75.7%
-20.1%
-23.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | OSCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | 0.0% | -0.9% | -0.9% |
| 7D | -2.1% | +5.8% | -8.0% | -2.1% |
| 30D | -1.6% | +7.1% | -8.7% | -1.5% |
| 3M | +2.3% | +36.7% | -34.4% | +2.7% |
| 6M | +14.9% | +114.3% | -99.4% | +16.6% |
| YTD | +7.5% | +124.4% | -117.0% | +9.7% |
| 1Y | +55.7% | +75.5% | -19.8% | +57.8% |
| All | +55.7% | +75.7% | -20.1% | +57.8% |
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