+33,471.1%
ORCL vs LEN
+10,533.4%
+22,937.7%
-84.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -1.0% | +4.1% | +3.3% |
| 7D | +5.3% | -3.2% | +8.4% | +6.0% |
| 30D | +10.0% | -4.9% | +14.9% | +11.1% |
| 3M | -32.6% | -8.5% | -24.1% | -31.6% |
| 6M | +4.9% | -20.7% | +25.6% | +9.6% |
| YTD | -17.8% | -17.4% | -0.3% | -15.2% |
| 1Y | -28.0% | -38.2% | +10.3% | -21.4% |
| 3Y | +36.0% | -24.9% | +60.9% | +38.7% |
| 5Y | +88.7% | -11.4% | +100.2% | +82.4% |
| 10Y | +346.9% | +110.0% | +236.9% | +230.8% |
| All | +33,471.1% | +10,533.4% | +22,937.7% | +5,809.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling