+390.7%
LLY vs OSCR
+89.4%
+301.2%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OSCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +2.6% | -2.7% | -0.2% |
| 7D | -3.2% | +1.1% | -4.2% | -3.2% |
| 30D | -7.4% | +16.5% | -23.9% | -7.9% |
| 3M | -1.0% | +17.0% | -18.0% | -1.6% |
| 6M | +12.5% | +145.0% | -132.5% | +9.2% |
| YTD | +5.0% | +126.7% | -121.7% | +2.0% |
| 1Y | +49.8% | +67.2% | -17.5% | +46.4% |
| 3Y | +95.5% | +405.1% | -309.6% | +78.9% |
| 5Y | +390.7% | +86.2% | +304.5% | +348.2% |
| All | +390.7% | +89.4% | +301.2% | +348.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling