+119.2%
ORLY vs LH
+27.0%
+92.2%
-23.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.5% | -1.1% | -0.1% |
| 7D | -2.4% | -4.7% | +2.3% | -1.0% |
| 30D | -6.8% | -3.5% | -3.3% | -5.8% |
| 3M | -4.8% | +17.7% | -22.4% | -9.5% |
| 6M | -9.1% | +15.8% | -24.8% | -13.3% |
| YTD | -5.9% | +25.1% | -31.0% | -12.5% |
| 1Y | -20.4% | +12.5% | -32.9% | -23.7% |
| 3Y | +36.6% | +59.8% | -23.2% | +15.4% |
| All | +119.2% | +27.0% | +92.2% | +100.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling