+246.0%
ORCL vs LEN
+147.0%
+99.0%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -5.4% | +3.9% | -0.5% |
| 7D | -6.5% | +0.7% | -7.2% | -6.7% |
| 30D | -16.6% | +13.0% | -29.6% | -18.9% |
| 3M | -21.6% | +1.9% | -23.5% | -22.4% |
| 6M | -39.4% | -0.7% | -38.6% | -39.9% |
| YTD | -38.7% | -13.8% | -24.8% | -37.9% |
| 1Y | -50.4% | -28.1% | -22.3% | -48.0% |
| 3Y | +8.1% | -22.8% | +30.9% | +7.8% |
| 5Y | +34.5% | -7.4% | +41.9% | +25.8% |
| 10Y | +246.0% | +143.7% | +102.3% | +150.9% |
| All | +246.0% | +147.0% | +99.0% | +150.9% |
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