-5.8%
OSCR vs LCID
-98.5%
+92.6%
-94.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LCID | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.0% | -0.4% | +0.4% |
| 7D | +1.6% | -9.8% | +11.4% | +3.6% |
| 30D | +10.7% | -35.5% | +46.1% | +19.7% |
| 3M | +13.4% | -18.4% | +31.7% | +13.9% |
| 6M | +144.6% | -60.5% | +205.0% | +180.3% |
| YTD | +128.0% | -60.1% | +188.1% | +157.8% |
| 1Y | +68.7% | -78.8% | +147.5% | +116.3% |
| 3Y | +398.8% | -92.8% | +491.6% | +621.9% |
| 5Y | +87.3% | -97.9% | +185.1% | +225.5% |
| All | -5.8% | -98.5% | +92.6% | +65.5% |
Cumulative growth
Daily Returns
Daily percentage return beside LCID.
Daily Out/Under-Performance
Portfolio return minus LCID return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LCID 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 10y: compounded portfolio wealth divided by compounded LCID 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…
10y analysis · Full analysis span regression · 6 months rolling