+346.9%
ORCL vs LEN
+109.8%
+237.1%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -1.0% | +4.1% | +3.3% |
| 7D | +5.3% | -3.2% | +8.4% | +5.9% |
| 30D | +10.0% | -4.9% | +14.9% | +10.9% |
| 3M | -32.6% | -8.5% | -24.1% | -31.7% |
| 6M | +4.9% | -20.7% | +25.6% | +9.1% |
| YTD | -17.8% | -17.4% | -0.3% | -15.5% |
| 1Y | -28.0% | -38.2% | +10.3% | -22.0% |
| 3Y | +36.0% | -24.9% | +60.9% | +37.0% |
| 5Y | +88.7% | -11.4% | +100.2% | +79.0% |
| All | +346.9% | +109.8% | +237.1% | +243.9% |
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