+15.4%
ORCL vs LEN
-25.9%
+41.2%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -3.2% | +2.2% | -0.9% |
| 7D | +10.4% | -8.7% | +19.1% | +10.7% |
| 30D | -11.2% | +11.6% | -22.8% | -12.0% |
| 3M | -16.8% | -1.3% | -15.5% | -17.0% |
| 6M | -31.5% | -1.4% | -30.0% | -31.8% |
| YTD | -33.9% | -16.9% | -17.0% | -33.9% |
| 1Y | -43.3% | -31.2% | -12.1% | -42.8% |
| All | +15.4% | -25.9% | +41.2% | +7.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling