-5.1%
OSCR vs LCID
-98.3%
+93.2%
-94.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LCID | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -1.1% | +3.4% | +2.6% |
| 7D | +10.7% | +1.8% | +8.9% | +10.2% |
| 30D | +18.3% | -34.2% | +52.5% | +27.5% |
| 3M | +20.5% | -9.1% | +29.6% | +18.4% |
| 6M | +138.5% | -52.6% | +191.1% | +163.7% |
| YTD | +129.7% | -56.2% | +185.9% | +155.3% |
| 1Y | +62.8% | -74.9% | +137.7% | +102.0% |
| 3Y | +411.8% | -92.1% | +503.9% | +628.1% |
| 5Y | +99.9% | -97.6% | +197.5% | +237.8% |
| All | -5.1% | -98.3% | +93.2% | +63.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling