+411.8%
OSCR vs LSCC
+27.3%
+384.5%
-53.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +1.4% | +1.0% | +2.1% |
| 7D | +10.7% | +5.2% | +5.5% | +9.5% |
| 30D | +18.3% | -9.6% | +28.0% | +20.6% |
| 3M | +20.5% | -17.8% | +38.3% | +23.7% |
| 6M | +138.5% | +37.4% | +101.1% | +112.7% |
| YTD | +129.7% | +59.7% | +70.0% | +96.5% |
| 1Y | +62.8% | +76.2% | -13.5% | +35.2% |
| 3Y | +411.8% | +28.2% | +383.6% | +292.8% |
| All | +411.8% | +27.3% | +384.5% | +292.8% |
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