+91.4%
ORCL vs LH
+31.5%
+60.0%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -1.4% | +4.5% | +3.4% |
| 7D | +5.3% | -2.5% | +7.7% | +5.9% |
| 30D | +10.0% | +4.3% | +5.6% | +8.9% |
| 3M | -32.6% | +25.5% | -58.1% | -36.2% |
| 6M | +4.9% | +17.0% | -12.0% | +1.1% |
| YTD | -17.8% | +31.3% | -49.0% | -23.4% |
| 1Y | -28.0% | +20.0% | -48.0% | -31.6% |
| 3Y | +36.0% | +63.9% | -27.8% | +14.0% |
| All | +91.4% | +31.5% | +60.0% | +73.5% |
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