-31.1%
ORCL vs LEN
-42.1%
+11.0%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -3.8% | +6.2% | +2.2% |
| 7D | +15.0% | -2.9% | +17.9% | +14.9% |
| 30D | +10.5% | -8.9% | +19.4% | +10.1% |
| 3M | -23.0% | -10.9% | -12.1% | -23.4% |
| 6M | +7.0% | -19.7% | +26.7% | +3.6% |
| YTD | -15.8% | -20.6% | +4.8% | -17.4% |
| 1Y | -31.1% | -42.4% | +11.3% | -42.9% |
| All | -31.1% | -42.1% | +11.0% | -42.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling