+48.5%
LLY vs OSCR
+64.1%
-15.7%
-23.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | OSCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.6% | -1.2% | -0.6% |
| 7D | -2.9% | +1.6% | -4.5% | -2.9% |
| 30D | -8.4% | +10.7% | -19.1% | -8.4% |
| 3M | -3.8% | +13.4% | -17.1% | -3.7% |
| 6M | +11.9% | +144.6% | -132.6% | +14.3% |
| YTD | +4.3% | +128.0% | -123.7% | +6.2% |
| 1Y | +48.5% | +68.7% | -20.2% | +50.1% |
| All | +48.5% | +64.1% | -15.7% | +50.1% |
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