+395.9%
OSCR vs LTH
+153.7%
+242.2%
-53.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -0.6% | +3.2% | +2.8% |
| 7D | +1.1% | -3.7% | +4.8% | +2.6% |
| 30D | +16.5% | -5.3% | +21.8% | +19.0% |
| 3M | +17.0% | +24.2% | -7.2% | +7.0% |
| 6M | +145.0% | +54.8% | +90.1% | +103.1% |
| YTD | +126.7% | +56.1% | +70.7% | +86.6% |
| 1Y | +67.2% | +45.5% | +21.7% | +41.5% |
| All | +395.9% | +153.7% | +242.2% | +198.4% |
Cumulative growth
Daily Returns
Daily percentage return beside LTH.
Daily Out/Under-Performance
Portfolio return minus LTH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LTH 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 LTH 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