-2.3%
OXY vs LTH
+159.1%
-161.4%
-46.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -1.8% | +2.8% | +1.1% |
| 7D | -0.5% | +1.5% | -2.0% | -0.5% |
| 30D | +8.5% | -3.1% | +11.5% | +8.5% |
| 3M | +6.0% | +28.1% | -22.1% | +5.0% |
| 6M | +13.0% | +67.4% | -54.4% | +9.7% |
| YTD | +48.9% | +59.8% | -10.9% | +45.0% |
| 1Y | +36.4% | +45.6% | -9.2% | +33.8% |
| 3Y | -2.3% | +162.0% | -164.3% | -7.1% |
| All | -2.3% | +159.1% | -161.4% | -7.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling