+53,560.1%
ORLY vs LH
+776.5%
+52,783.6%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.2% | +1.4% | +0.4% |
| 7D | -1.0% | -3.2% | +2.2% | -0.5% |
| 30D | -6.7% | +0.1% | -6.8% | -6.7% |
| 3M | -3.8% | +18.6% | -22.4% | -6.6% |
| 6M | -9.0% | +17.9% | -26.9% | -11.6% |
| YTD | -5.6% | +28.9% | -34.6% | -9.7% |
| 1Y | -19.5% | +16.6% | -36.1% | -21.8% |
| 3Y | +34.7% | +63.6% | -28.8% | +23.1% |
| 5Y | +118.0% | +30.0% | +88.0% | +105.7% |
| 10Y | +364.1% | +191.9% | +172.2% | +282.3% |
| All | +53,560.1% | +776.5% | +52,783.6% | +34,057.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling