-5.1%
OSCR vs LII
+43.9%
-49.1%
-94.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -1.4% | +3.7% | +3.1% |
| 7D | +10.7% | +2.1% | +8.6% | +9.5% |
| 30D | +18.3% | -12.4% | +30.7% | +26.7% |
| 3M | +20.5% | -24.8% | +45.3% | +35.6% |
| 6M | +138.5% | -25.2% | +163.7% | +165.5% |
| YTD | +129.7% | -20.3% | +150.0% | +143.9% |
| 1Y | +62.8% | -32.9% | +95.7% | +92.0% |
| 3Y | +411.8% | +2.0% | +409.7% | +334.5% |
| 5Y | +99.9% | +24.4% | +75.5% | +24.6% |
| All | -5.1% | +43.9% | -49.1% | -42.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling