+43,678.6%
ORCL vs LH
+1,382.1%
+42,296.5%
-84.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -1.4% | +4.5% | +3.3% |
| 7D | +5.3% | -2.5% | +7.7% | +5.8% |
| 30D | +10.0% | +4.3% | +5.6% | +9.1% |
| 3M | -32.6% | +25.5% | -58.1% | -35.7% |
| 6M | +4.9% | +17.0% | -12.0% | +1.5% |
| YTD | -17.8% | +31.3% | -49.0% | -22.4% |
| 1Y | -28.0% | +20.0% | -48.0% | -31.1% |
| 3Y | +36.0% | +63.9% | -27.8% | +21.5% |
| 5Y | +88.7% | +30.9% | +57.9% | +75.2% |
| 10Y | +346.9% | +191.4% | +155.5% | +249.0% |
| All | +43,678.6% | +1,382.1% | +42,296.5% | +23,504.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling