+251.6%
ORCL vs LEN
+166.0%
+85.6%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +3.2% | 0.0% | +2.6% |
| 7D | +0.5% | +0.6% | -0.1% | +0.2% |
| 30D | -15.3% | +19.4% | -34.7% | -18.5% |
| 3M | -18.2% | +4.5% | -22.8% | -19.5% |
| 6M | -38.4% | +4.9% | -43.3% | -39.6% |
| YTD | -37.7% | -8.9% | -28.8% | -37.6% |
| 1Y | -49.3% | -23.0% | -26.3% | -47.6% |
| 3Y | +10.6% | -16.7% | +27.3% | +8.7% |
| 5Y | +35.5% | -4.5% | +40.0% | +26.1% |
| 10Y | +251.6% | +162.2% | +89.4% | +150.2% |
| All | +251.6% | +166.0% | +85.6% | +150.2% |
Cumulative growth
Daily Returns
Daily percentage return beside LEN.
Daily Out/Under-Performance
Portfolio return minus LEN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LEN 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 10y: compounded portfolio wealth divided by compounded LEN 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…
10y analysis · Full analysis span regression · 6 months rolling