+45.9%
OXY vs LH
+44.2%
+1.7%
-27.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.1% | +3.9% | -9.0% | -4.7% |
| 7D | -8.8% | +2.1% | -10.9% | -8.5% |
| 30D | -1.7% | +19.2% | -20.8% | -0.1% |
| 3M | +4.5% | +18.0% | -13.5% | +6.2% |
| 6M | -4.0% | +46.1% | -50.1% | -1.8% |
| YTD | +41.4% | +47.7% | -6.3% | +42.8% |
| 1Y | +45.9% | +47.2% | -1.3% | +47.7% |
| All | +45.9% | +44.2% | +1.7% | +47.7% |
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