+105.1%
OSCR vs LH
+44.2%
+60.8%
-40.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.6% | +3.9% | +4.7% | +8.1% |
| 7D | +15.5% | +2.1% | +13.4% | +15.1% |
| 30D | +8.5% | +19.2% | -10.6% | +6.8% |
| 3M | +15.8% | +18.0% | -2.2% | +13.9% |
| 6M | +89.5% | +46.1% | +43.4% | +82.8% |
| YTD | +144.9% | +47.7% | +97.2% | +148.6% |
| 1Y | +105.1% | +47.2% | +57.8% | +113.3% |
| All | +105.1% | +44.2% | +60.8% | +113.3% |
Cumulative growth
Daily Returns
Daily percentage return beside LH.
Daily Out/Under-Performance
Portfolio return minus LH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LH 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 1y: compounded portfolio wealth divided by compounded LH 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…
1y analysis · Full analysis span regression · 6 months rolling