-51.7%
ORCL vs LTH
+84.4%
-136.2%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.3% | +2.1% | +0.7% |
| 7D | -11.2% | +4.5% | -15.6% | -11.0% |
| 30D | -18.8% | +16.3% | -35.2% | -18.1% |
| 3M | -18.8% | +8.4% | -27.1% | -18.3% |
| 6M | -39.7% | +40.3% | -80.0% | -39.9% |
| YTD | -39.6% | +77.3% | -116.9% | -40.6% |
| 1Y | -51.7% | +88.0% | -139.7% | -51.5% |
| All | -51.7% | +84.4% | -136.2% | -51.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling