+6.4%
OXY vs LH
+183.3%
-176.9%
-88.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.5% | -1.0% | -0.1% |
| 7D | +2.8% | -4.7% | +7.5% | +4.7% |
| 30D | +5.5% | -3.5% | +8.9% | +6.8% |
| 3M | +11.3% | +17.7% | -6.4% | +3.8% |
| 6M | +11.6% | +15.8% | -4.2% | +4.1% |
| YTD | +51.6% | +25.1% | +26.5% | +36.7% |
| 1Y | +36.2% | +12.5% | +23.7% | +28.0% |
| 3Y | +1.7% | +59.8% | -58.1% | -19.2% |
| 5Y | +164.5% | +27.1% | +137.4% | +127.1% |
| All | +6.4% | +183.3% | -176.9% | -40.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling