+8.1%
ORCL vs LTH
+253.6%
-245.5%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +1.1% | -2.6% | -1.7% |
| 7D | -6.5% | +6.4% | -12.9% | -7.3% |
| 30D | -16.6% | +16.7% | -33.3% | -18.3% |
| 3M | -21.6% | +11.7% | -33.3% | -22.9% |
| 6M | -39.4% | +48.5% | -87.9% | -43.6% |
| YTD | -38.7% | +78.4% | -117.1% | -45.2% |
| 1Y | -50.4% | +89.7% | -140.0% | -56.3% |
| 3Y | +8.1% | +245.6% | -237.5% | -9.8% |
| All | +8.1% | +253.6% | -245.5% | -9.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling