+32,029.3%
ORCL vs LH
+1,562.0%
+30,467.3%
-84.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.9% | -0.1% | +0.6% |
| 7D | -11.2% | +1.4% | -12.6% | -11.4% |
| 30D | -18.8% | +17.5% | -36.3% | -21.3% |
| 3M | -18.8% | +16.1% | -34.8% | -21.1% |
| 6M | -39.7% | +43.4% | -83.1% | -44.0% |
| YTD | -39.6% | +47.2% | -86.8% | -44.3% |
| 1Y | -51.7% | +50.1% | -101.9% | -55.7% |
| 3Y | +10.2% | +81.2% | -70.9% | -3.4% |
| 5Y | +30.8% | +63.7% | -32.9% | +16.3% |
| 10Y | +252.1% | +269.2% | -17.1% | +163.4% |
| All | +32,029.3% | +1,562.0% | +30,467.3% | +16,840.5% |
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 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