-10.8%
OSCR vs LSCC
+127.6%
-138.3%
-94.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -5.5% | +2.7% | -1.2% |
| 7D | +1.3% | +7.0% | -5.7% | -1.1% |
| 30D | -9.5% | -2.3% | -7.2% | -9.9% |
| 3M | +0.9% | -12.5% | +13.4% | +2.6% |
| 6M | +31.5% | -10.6% | +42.0% | +28.3% |
| YTD | +116.1% | +52.7% | +63.4% | +72.7% |
| 1Y | +122.6% | +74.0% | +48.6% | +69.8% |
| 3Y | +356.6% | +104.8% | +251.8% | +193.9% |
| 5Y | +154.9% | +36.2% | +118.7% | +61.8% |
| All | -10.8% | +127.6% | -138.3% | -51.9% |
Cumulative growth
Daily Returns
Daily percentage return beside LSCC.
Daily Out/Under-Performance
Portfolio return minus LSCC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LSCC 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 10y: compounded portfolio wealth divided by compounded LSCC 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…
10y analysis · Full analysis span regression · 6 months rolling