-6.4%
OSCR vs LH
+54.9%
-61.3%
-94.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -4.4% | +7.0% | +4.7% |
| 7D | +1.1% | -7.4% | +8.5% | +4.7% |
| 30D | +16.5% | -4.6% | +21.1% | +18.9% |
| 3M | +17.0% | +14.5% | +2.5% | +9.1% |
| 6M | +145.0% | +14.8% | +130.2% | +127.8% |
| YTD | +126.7% | +23.3% | +103.5% | +102.5% |
| 1Y | +67.2% | +13.6% | +53.6% | +54.4% |
| 3Y | +405.1% | +56.3% | +348.8% | +280.1% |
| 5Y | +86.2% | +25.2% | +61.0% | +36.1% |
| All | -6.4% | +54.9% | -61.3% | -20.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling