+486.7%
LLY vs OSCR
-8.3%
+495.0%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OSCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +2.4% | -4.6% | -2.3% |
| 7D | -3.1% | +10.7% | -13.8% | -3.4% |
| 30D | -5.1% | +18.3% | -23.4% | -5.6% |
| 3M | -2.1% | +20.5% | -22.6% | -2.8% |
| 6M | +13.8% | +138.5% | -124.7% | +10.5% |
| YTD | +5.1% | +129.7% | -124.6% | +1.9% |
| 1Y | +53.1% | +62.8% | -9.7% | +49.7% |
| 3Y | +95.6% | +411.8% | -316.2% | +78.7% |
| 5Y | +361.5% | +99.9% | +261.6% | +329.4% |
| All | +486.7% | -8.3% | +495.0% | +466.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling