+42.7%
ORCL vs LEN
-13.2%
+55.9%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | 0.0% | -1.4% | -1.4% |
| 7D | +8.0% | -5.8% | +13.7% | +9.0% |
| 30D | -4.0% | +13.7% | -17.7% | -6.9% |
| 3M | -19.5% | -3.9% | -15.6% | -19.4% |
| 6M | -33.5% | -0.4% | -33.1% | -34.2% |
| YTD | -34.8% | -16.8% | -18.0% | -33.6% |
| 1Y | -41.6% | -29.5% | -12.1% | -38.6% |
| 3Y | +13.8% | -25.6% | +39.4% | +10.2% |
| All | +42.7% | -13.2% | +55.9% | +23.0% |
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