-5.8%
OSCR vs LII
+36.8%
-42.6%
-94.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-11 to 2026-09-11.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.8% | +2.3% | +1.5% |
| 7D | +1.6% | -6.3% | +7.9% | +5.1% |
| 30D | +10.7% | -13.0% | +23.7% | +19.2% |
| 3M | +13.4% | -29.0% | +42.4% | +31.8% |
| 6M | +144.6% | -27.7% | +172.2% | +176.6% |
| YTD | +128.0% | -24.2% | +152.3% | +148.7% |
| 1Y | +68.7% | -34.8% | +103.5% | +101.5% |
| 3Y | +398.8% | -4.2% | +403.0% | +338.9% |
| 5Y | +87.3% | +20.9% | +66.4% | +19.6% |
| All | -5.8% | +36.8% | -42.6% | -41.5% |
Cumulative growth
Daily Returns
Daily percentage return beside LII.
Daily Out/Under-Performance
Portfolio return minus LII return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LII 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 2016-09-11 to 2026-09-11: compounded portfolio wealth divided by compounded LII 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…
2016-09-11 to 2026-09-11 analysis · Full analysis span regression · 6 months rolling