-49.4%
ORCL vs LTH
+89.8%
-139.1%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +1.1% | -2.6% | -1.5% |
| 7D | -6.5% | +6.4% | -12.9% | -6.2% |
| 30D | -16.6% | +16.7% | -33.3% | -15.9% |
| 3M | -21.6% | +11.7% | -33.3% | -21.1% |
| 6M | -39.4% | +48.5% | -87.9% | -40.2% |
| YTD | -38.7% | +78.4% | -117.1% | -40.1% |
| All | -49.4% | +89.8% | -139.1% | -49.9% |
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