+91.2%
LLY vs OSCR
+401.8%
-310.6%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | OSCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.6% | -1.2% | -0.7% |
| 7D | -2.9% | +1.6% | -4.5% | -3.0% |
| 30D | -8.4% | +10.7% | -19.1% | -8.7% |
| 3M | -3.8% | +13.4% | -17.1% | -4.2% |
| 6M | +11.9% | +144.6% | -132.6% | +9.1% |
| YTD | +4.3% | +128.0% | -123.7% | +1.7% |
| 1Y | +48.5% | +68.7% | -20.2% | +45.6% |
| 3Y | +91.2% | +398.8% | -307.5% | +63.9% |
| All | +91.2% | +401.8% | -310.6% | +63.9% |
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