+244.8%
ORCL vs LII
+162.0%
+82.8%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -2.0% | +2.8% | +1.4% |
| 7D | -11.2% | -0.6% | -10.5% | -11.1% |
| 30D | -18.8% | -4.6% | -14.2% | -18.4% |
| 3M | -18.8% | -21.2% | +2.4% | -13.3% |
| 6M | -39.7% | -36.4% | -3.3% | -32.1% |
| YTD | -39.6% | -28.9% | -10.7% | -35.4% |
| 1Y | -51.7% | -29.5% | -22.2% | -48.3% |
| 3Y | +10.2% | -8.6% | +18.8% | +5.1% |
| 5Y | +30.8% | +20.2% | +10.6% | +9.9% |
| All | +244.8% | +162.0% | +82.8% | +127.0% |
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