+30.6%
ORCL vs LEN
-4.6%
+35.2%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -3.1% | +3.9% | +1.3% |
| 7D | -11.2% | +2.1% | -13.2% | -11.7% |
| 30D | -18.8% | +16.6% | -35.4% | -21.5% |
| 3M | -18.8% | +5.3% | -24.1% | -20.1% |
| 6M | -39.7% | -0.8% | -39.0% | -40.3% |
| YTD | -39.6% | -11.7% | -27.9% | -39.1% |
| 1Y | -51.7% | -24.6% | -27.1% | -49.9% |
| 3Y | +10.2% | -18.7% | +28.9% | +4.6% |
| All | +30.6% | -4.6% | +35.2% | +13.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling