-28.0%
ORCL vs LH
+20.0%
-48.0%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -1.4% | +4.5% | +2.7% |
| 7D | +5.3% | -2.5% | +7.7% | +4.4% |
| 30D | +10.0% | +4.3% | +5.6% | +11.5% |
| 3M | -32.6% | +25.5% | -58.1% | -26.1% |
| 6M | +4.9% | +17.0% | -12.0% | +10.9% |
| YTD | -17.8% | +31.3% | -49.0% | -5.0% |
| 1Y | -28.0% | +20.0% | -48.0% | -20.4% |
| All | -28.0% | +20.0% | -48.0% | -20.4% |
Cumulative growth
Daily Returns
Daily percentage return beside LH.
Daily Out/Under-Performance
Portfolio return minus LH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LH 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 LH 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