+112.8%
ORLY vs LTH
+137.1%
-24.3%
-23.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +2.2% | -1.5% | +0.5% |
| 7D | +2.6% | -1.3% | +3.8% | +2.7% |
| 30D | +6.3% | +15.7% | -9.3% | +4.9% |
| 3M | -0.4% | +5.0% | -5.4% | -0.9% |
| 6M | +2.8% | +37.7% | -34.9% | -0.2% |
| YTD | +1.1% | +75.0% | -73.9% | -4.2% |
| 1Y | -6.3% | +82.6% | -88.9% | -11.5% |
| 3Y | +38.9% | +241.3% | -202.5% | +23.1% |
| All | +112.8% | +137.1% | -24.3% | +86.8% |
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 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