+369.7%
OSCR vs LSCC
+111.2%
+258.5%
-53.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -3.2% | +2.7% | +0.1% |
| 7D | -3.7% | +21.2% | -25.0% | -7.7% |
| 30D | -5.5% | -1.9% | -3.6% | -5.8% |
| 3M | +7.9% | -8.1% | +15.9% | +8.3% |
| 6M | +34.6% | -5.2% | +39.8% | +30.6% |
| YTD | +122.3% | +61.5% | +60.7% | +85.7% |
| 1Y | +111.5% | +81.3% | +30.2% | +71.6% |
| All | +369.7% | +111.2% | +258.5% | +232.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling