+398.8%
OSCR vs LPLA
+46.5%
+352.2%
-53.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LPLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.9% | -1.3% | +0.3% |
| 7D | +1.6% | -1.5% | +3.2% | +1.9% |
| 30D | +10.7% | -6.0% | +16.7% | +11.8% |
| 3M | +13.4% | +24.0% | -10.7% | +9.1% |
| 6M | +144.6% | +17.0% | +127.6% | +137.0% |
| YTD | +128.0% | -0.7% | +128.7% | +125.9% |
| 1Y | +68.7% | +2.1% | +66.5% | +66.0% |
| 3Y | +398.8% | +48.7% | +350.1% | +360.4% |
| All | +398.8% | +46.5% | +352.2% | +360.4% |
Cumulative growth
Daily Returns
Daily percentage return beside LPLA.
Daily Out/Under-Performance
Portfolio return minus LPLA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LPLA 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 3y: compounded portfolio wealth divided by compounded LPLA 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…
3y analysis · Full analysis span regression · 6 months rolling