+47.8%
ORCL vs LTH
+174.8%
-127.0%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -4.2% | +3.2% | -0.5% |
| 7D | +10.4% | -4.6% | +15.0% | +11.0% |
| 30D | -11.2% | +14.8% | -26.1% | -12.9% |
| 3M | -16.8% | +3.9% | -20.7% | -17.3% |
| 6M | -31.5% | +35.5% | -67.0% | -34.7% |
| YTD | -33.9% | +71.3% | -105.2% | -39.5% |
| 1Y | -43.3% | +75.7% | -118.9% | -48.3% |
| 3Y | +16.5% | +231.9% | -215.5% | -2.5% |
| 5Y | +45.4% | +130.5% | -85.1% | +18.4% |
| All | +47.8% | +174.8% | -127.0% | +23.1% |
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