+103.5%
OSCR vs LTH
+150.5%
-46.9%
-87.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | 0.0% | +0.5% | +0.6% |
| 7D | +1.6% | -4.0% | +5.6% | +3.5% |
| 30D | +10.7% | -5.3% | +16.0% | +13.4% |
| 3M | +13.4% | +19.0% | -5.7% | +4.4% |
| 6M | +144.6% | +55.8% | +88.8% | +97.2% |
| YTD | +128.0% | +56.1% | +71.9% | +82.8% |
| 1Y | +68.7% | +41.3% | +27.4% | +41.4% |
| 3Y | +398.8% | +156.6% | +242.1% | +198.9% |
| All | +103.5% | +150.5% | -46.9% | +17.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling