+251.6%
ORCL vs LH
+259.5%
-7.9%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +1.4% | +1.7% | +2.7% |
| 7D | +0.5% | +4.6% | -4.1% | -1.0% |
| 30D | -15.3% | +19.1% | -34.4% | -19.8% |
| 3M | -18.2% | +16.7% | -35.0% | -22.2% |
| 6M | -38.4% | +47.0% | -85.5% | -45.9% |
| YTD | -37.7% | +49.3% | -87.0% | -45.8% |
| 1Y | -49.3% | +48.6% | -97.9% | -55.9% |
| 3Y | +10.6% | +87.8% | -77.2% | -13.5% |
| 5Y | +35.5% | +65.0% | -29.5% | +9.5% |
| 10Y | +251.6% | +275.0% | -23.4% | +102.8% |
| All | +251.6% | +259.5% | -7.9% | +102.8% |
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