+30.6%
ORCL vs LTH
+142.9%
-112.3%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.3% | +2.1% | +1.0% |
| 7D | -11.2% | +4.5% | -15.6% | -11.7% |
| 30D | -18.8% | +16.3% | -35.2% | -20.5% |
| 3M | -18.8% | +8.4% | -27.1% | -19.8% |
| 6M | -39.7% | +40.3% | -80.0% | -43.0% |
| YTD | -39.6% | +77.3% | -116.9% | -45.2% |
| 1Y | -51.7% | +88.0% | -139.7% | -56.6% |
| 3Y | +10.2% | +274.3% | -264.0% | -10.0% |
| All | +30.6% | +142.9% | -112.3% | +5.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling