+105.0%
OSCR vs LTH
+156.3%
-51.3%
-87.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -1.8% | +4.1% | +3.2% |
| 7D | +10.7% | +1.5% | +9.1% | +9.8% |
| 30D | +18.3% | -3.1% | +21.4% | +19.9% |
| 3M | +20.5% | +28.1% | -7.6% | +7.4% |
| 6M | +138.5% | +67.4% | +71.1% | +85.9% |
| YTD | +129.7% | +59.8% | +69.9% | +82.2% |
| 1Y | +62.8% | +45.6% | +17.2% | +34.5% |
| 3Y | +411.8% | +162.0% | +249.8% | +203.8% |
| All | +105.0% | +156.3% | -51.3% | +17.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling