+31.5%
OXY vs LTH
+54.1%
-22.6%
-27.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.3% | -1.3% | -0.9% |
| 7D | +1.6% | -0.6% | +2.2% | +1.5% |
| 30D | +11.6% | -4.6% | +16.2% | +10.9% |
| 3M | +2.8% | +32.8% | -30.0% | +6.7% |
| 6M | +13.0% | +64.6% | -51.6% | +18.6% |
| YTD | +47.4% | +62.6% | -15.3% | +54.0% |
| 1Y | +31.5% | +49.9% | -18.5% | +41.4% |
| All | +31.5% | +54.1% | -22.6% | +41.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling