-5.8%
OSCR vs LSCC
+142.6%
-148.4%
-94.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +4.9% | -4.3% | -0.9% |
| 7D | +1.6% | +3.3% | -1.7% | +0.6% |
| 30D | +10.7% | -7.4% | +18.0% | +12.9% |
| 3M | +13.4% | -16.2% | +29.5% | +17.2% |
| 6M | +144.6% | +31.9% | +112.7% | +112.4% |
| YTD | +128.0% | +62.8% | +65.3% | +82.4% |
| 1Y | +68.7% | +81.4% | -12.7% | +28.5% |
| 3Y | +398.8% | +33.1% | +365.7% | +292.0% |
| 5Y | +87.3% | +90.8% | -3.5% | +11.4% |
| All | -5.8% | +142.6% | -148.4% | -49.2% |
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