+91.5%
OSCR vs LPLA
+147.5%
-56.0%
-87.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LPLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.9% | -1.3% | 0.0% |
| 7D | +1.6% | -1.5% | +3.2% | +2.0% |
| 30D | +10.7% | -6.0% | +16.7% | +12.6% |
| 3M | +13.4% | +24.0% | -10.7% | +6.1% |
| 6M | +144.6% | +17.0% | +127.6% | +131.6% |
| YTD | +128.0% | -0.7% | +128.7% | +125.4% |
| 1Y | +68.7% | +2.1% | +66.5% | +64.6% |
| 3Y | +398.8% | +48.7% | +350.1% | +308.5% |
| All | +91.5% | +147.5% | -56.0% | +21.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling