-8.2%
OSCR vs LSCC
+140.7%
-149.0%
-94.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -3.2% | +2.7% | +0.4% |
| 7D | -3.7% | +21.2% | -25.0% | -9.6% |
| 30D | -5.5% | -1.9% | -3.6% | -6.0% |
| 3M | +7.9% | -8.1% | +15.9% | +8.2% |
| 6M | +34.6% | -5.2% | +39.8% | +29.2% |
| YTD | +122.3% | +61.5% | +60.7% | +74.8% |
| 1Y | +111.5% | +81.3% | +30.2% | +59.7% |
| 3Y | +349.2% | +108.7% | +240.5% | +189.1% |
| 5Y | +162.2% | +44.1% | +118.1% | +63.7% |
| All | -8.2% | +140.7% | -149.0% | -51.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling