-10.8%
OSCR vs LII
+32.0%
-42.8%
-94.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +1.1% | -3.9% | -3.4% |
| 7D | +1.3% | +2.9% | -1.6% | -0.2% |
| 30D | -9.5% | +0.9% | -10.4% | -10.3% |
| 3M | +0.9% | -15.5% | +16.4% | +9.7% |
| 6M | +31.5% | -30.2% | +61.7% | +52.2% |
| YTD | +116.1% | -26.8% | +142.9% | +138.8% |
| 1Y | +122.6% | -25.3% | +147.9% | +142.3% |
| 3Y | +356.6% | -7.8% | +364.4% | +309.0% |
| 5Y | +154.9% | +17.0% | +138.0% | +65.4% |
| All | -10.8% | +32.0% | -42.8% | -43.8% |
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