+39.3%
ORCL vs LTH
+183.0%
-143.7%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | -0.5% | +3.7% | +3.2% |
| 7D | +0.5% | +7.0% | -6.5% | -0.4% |
| 30D | -15.3% | +15.4% | -30.7% | -16.9% |
| 3M | -18.2% | +7.0% | -25.3% | -19.1% |
| 6M | -38.4% | +46.9% | -85.3% | -42.0% |
| YTD | -37.7% | +76.4% | -114.1% | -43.2% |
| 1Y | -49.3% | +83.7% | -133.0% | -54.1% |
| 3Y | +10.6% | +248.9% | -238.3% | -7.9% |
| 5Y | +35.5% | +141.8% | -106.3% | +10.5% |
| All | +39.3% | +183.0% | -143.7% | +15.6% |
Cumulative growth
Daily Returns
Daily percentage return beside LTH.
Daily Out/Under-Performance
Portfolio return minus LTH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LTH 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 LTH 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