+45.9%
OXY vs LTH
+84.0%
-38.2%
-27.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.1% | +6.3% | -11.5% | -4.1% |
| 7D | -8.8% | +9.9% | -18.6% | -7.3% |
| 30D | -1.7% | +18.3% | -20.0% | +1.2% |
| 3M | +4.5% | +5.9% | -1.4% | +5.5% |
| 6M | -4.0% | +80.3% | -84.3% | +5.3% |
| YTD | +41.4% | +78.3% | -36.9% | +53.5% |
| 1Y | +45.9% | +81.0% | -35.1% | +58.4% |
| All | +45.9% | +84.0% | -38.2% | +58.4% |
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