+93.3%
OXY vs LTH
+174.8%
-81.6%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -4.2% | +6.2% | +2.2% |
| 7D | +3.6% | -4.6% | +8.2% | +3.9% |
| 30D | -5.3% | +14.8% | -20.1% | -6.0% |
| 3M | +0.2% | +3.9% | -3.7% | -0.1% |
| 6M | +4.7% | +35.5% | -30.8% | +2.7% |
| YTD | +44.0% | +71.3% | -27.3% | +38.4% |
| 1Y | +42.1% | +75.7% | -33.6% | +36.2% |
| 3Y | +1.2% | +231.9% | -230.7% | -8.3% |
| 5Y | +95.7% | +130.5% | -34.8% | +78.0% |
| All | +93.3% | +174.8% | -81.6% | +86.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling