+275.4%
ORCL vs LH
+263.7%
+11.8%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | 0.0% | -1.0% | -1.0% |
| 7D | +10.4% | +2.5% | +7.9% | +9.5% |
| 30D | -11.2% | +18.7% | -29.9% | -15.9% |
| 3M | -16.8% | +15.3% | -32.1% | -20.5% |
| 6M | -31.5% | +45.4% | -76.9% | -39.6% |
| YTD | -33.9% | +49.5% | -83.4% | -42.5% |
| 1Y | -43.3% | +41.4% | -84.6% | -49.8% |
| 3Y | +16.5% | +87.6% | -71.2% | -9.0% |
| 5Y | +45.4% | +53.8% | -8.4% | +20.6% |
| All | +275.4% | +263.7% | +11.8% | +115.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling