+247.2%
ORCL vs LII
+170.6%
+76.5%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.4% | -1.1% | -1.4% |
| 7D | -6.5% | +0.4% | -6.9% | -6.6% |
| 30D | -16.6% | -2.4% | -14.2% | -16.7% |
| 3M | -21.6% | -17.5% | -4.1% | -17.5% |
| 6M | -39.4% | -32.8% | -6.5% | -32.9% |
| YTD | -38.7% | -27.7% | -11.0% | -34.7% |
| 1Y | -50.4% | -28.1% | -22.3% | -47.1% |
| 3Y | +8.1% | -9.7% | +17.8% | +3.7% |
| 5Y | +34.5% | +19.5% | +15.0% | +13.3% |
| All | +247.2% | +170.6% | +76.5% | +124.7% |
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