+163.2%
OXY vs LH
+23.7%
+139.5%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -4.4% | +4.6% | +1.2% |
| 7D | +1.4% | -7.4% | +8.8% | +3.0% |
| 30D | +4.0% | -4.6% | +8.6% | +5.0% |
| 3M | +7.6% | +14.5% | -6.9% | +3.9% |
| 6M | +16.2% | +14.8% | +1.4% | +11.8% |
| YTD | +50.8% | +23.3% | +27.6% | +42.2% |
| 1Y | +34.7% | +13.6% | +21.1% | +29.7% |
| 3Y | -1.0% | +56.3% | -57.4% | -13.4% |
| 5Y | +163.2% | +25.2% | +138.0% | +126.4% |
| All | +163.2% | +23.7% | +139.5% | +126.4% |
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 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