+32.7%
ORCL vs LH
+64.2%
-31.6%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -1.4% | +4.5% | +3.2% |
| 7D | +5.3% | -2.5% | +7.7% | +5.5% |
| 30D | +10.0% | +4.3% | +5.6% | +9.6% |
| 3M | -32.6% | +25.5% | -58.1% | -33.8% |
| 6M | +4.9% | +17.0% | -12.0% | +3.8% |
| YTD | -17.8% | +31.3% | -49.0% | -19.9% |
| 1Y | -28.0% | +20.0% | -48.0% | -29.2% |
| All | +32.7% | +64.2% | -31.6% | +21.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling