+368.8%
ORCL vs LH
+185.6%
+183.2%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.2% | +0.6% | -0.2% |
| 7D | +10.9% | -3.2% | +14.1% | +12.0% |
| 30D | +7.0% | +0.1% | +6.9% | +6.9% |
| 3M | -21.2% | +18.6% | -39.8% | -25.6% |
| 6M | +7.4% | +17.9% | -10.5% | +1.5% |
| YTD | -16.3% | +28.9% | -45.2% | -23.5% |
| 1Y | -32.3% | +16.6% | -48.9% | -36.5% |
| 3Y | +32.6% | +63.6% | -31.0% | +8.4% |
| 5Y | +93.1% | +30.0% | +63.1% | +69.4% |
| 10Y | +368.8% | +191.9% | +176.9% | +193.7% |
| All | +368.8% | +185.6% | +183.2% | +193.7% |
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