-6.4%
OSCR vs LII
+39.2%
-45.6%
-94.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -0.8% | +3.4% | +3.0% |
| 7D | +1.1% | -3.5% | +4.5% | +2.9% |
| 30D | +16.5% | -13.5% | +30.0% | +25.7% |
| 3M | +17.0% | -26.0% | +43.0% | +32.9% |
| 6M | +145.0% | -26.8% | +171.8% | +175.6% |
| YTD | +126.7% | -22.9% | +149.6% | +145.0% |
| 1Y | +67.2% | -32.6% | +99.9% | +96.1% |
| 3Y | +405.1% | -1.3% | +406.4% | +336.5% |
| 5Y | +86.2% | +23.1% | +63.1% | +17.9% |
| All | -6.4% | +39.2% | -45.6% | -42.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling