-5.8%
OSCR vs LNT
+70.4%
-76.2%
-94.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LNT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | 0.0% | +0.6% | +0.6% |
| 7D | +1.6% | -1.0% | +2.7% | +2.1% |
| 30D | +10.7% | -4.2% | +14.9% | +12.8% |
| 3M | +13.4% | -6.7% | +20.0% | +16.5% |
| 6M | +144.6% | -3.6% | +148.1% | +147.0% |
| YTD | +128.0% | +5.9% | +122.2% | +119.9% |
| 1Y | +68.7% | +7.3% | +61.4% | +62.2% |
| 3Y | +398.8% | +46.5% | +352.3% | +317.0% |
| 5Y | +87.3% | +32.5% | +54.8% | +55.9% |
| All | -5.8% | +70.4% | -76.2% | -24.3% |
Cumulative growth
Daily Returns
Daily percentage return beside LNT.
Daily Out/Under-Performance
Portfolio return minus LNT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LNT 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 LNT 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