-20.4%
ORLY vs LH
+14.9%
-35.3%
-23.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.5% | -1.1% | 0.0% |
| 7D | -2.4% | -4.7% | +2.3% | -1.1% |
| 30D | -6.8% | -3.5% | -3.3% | -6.0% |
| 3M | -4.8% | +17.7% | -22.4% | -9.4% |
| 6M | -9.1% | +15.8% | -24.8% | -13.5% |
| YTD | -5.9% | +25.1% | -31.0% | -11.3% |
| 1Y | -20.4% | +12.5% | -32.9% | -24.7% |
| All | -20.4% | +14.9% | -35.3% | -24.7% |
Cumulative growth
Daily Returns
Daily percentage return beside LH.
Daily Out/Under-Performance
Portfolio return minus LH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LH 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 LH 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