+346.9%
ORCL vs LII
+168.6%
+178.3%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +1.2% | +1.9% | +2.7% |
| 7D | +5.3% | -0.7% | +6.0% | +5.5% |
| 30D | +10.0% | -12.6% | +22.6% | +14.7% |
| 3M | -32.6% | -24.4% | -8.1% | -27.4% |
| 6M | +4.9% | -28.7% | +33.6% | +14.5% |
| YTD | -17.8% | -19.1% | +1.4% | -14.6% |
| 1Y | -28.0% | -29.7% | +1.7% | -21.8% |
| 3Y | +36.0% | +4.8% | +31.2% | +25.3% |
| 5Y | +88.7% | +24.6% | +64.2% | +58.6% |
| All | +346.9% | +168.6% | +178.3% | +196.5% |
Cumulative growth
Daily Returns
Daily percentage return beside LII.
Daily Out/Under-Performance
Portfolio return minus LII return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LII 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 10y: compounded portfolio wealth divided by compounded LII 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…
10y analysis · Full analysis span regression · 6 months rolling