+42.7%
ORCL vs LH
+54.7%
-12.1%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.5% | -0.9% | -1.3% |
| 7D | +8.0% | +1.1% | +6.9% | +7.7% |
| 30D | -4.0% | +16.7% | -20.7% | -7.4% |
| 3M | -19.5% | +15.1% | -34.6% | -22.2% |
| 6M | -33.5% | +46.3% | -79.8% | -39.5% |
| YTD | -34.8% | +48.8% | -83.6% | -41.2% |
| 1Y | -41.6% | +39.7% | -81.3% | -46.4% |
| 3Y | +13.8% | +87.0% | -73.3% | -8.3% |
| All | +42.7% | +54.7% | -12.1% | +19.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling