+395.9%
OSCR vs LCID
-93.0%
+488.8%
-53.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LCID | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -2.1% | +4.7% | +2.8% |
| 7D | +1.1% | -9.1% | +10.2% | +2.2% |
| 30D | +16.5% | -37.6% | +54.1% | +22.8% |
| 3M | +17.0% | -11.1% | +28.0% | +16.3% |
| 6M | +145.0% | -59.2% | +204.1% | +167.6% |
| YTD | +126.7% | -60.5% | +187.2% | +147.3% |
| 1Y | +67.2% | -78.5% | +145.7% | +97.1% |
| All | +395.9% | -93.0% | +488.8% | +527.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling