+101.9%
OXY vs LTH
+152.0%
-50.0%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.7% | +2.8% | +1.2% |
| 7D | +0.6% | -4.0% | +4.6% | +0.8% |
| 30D | +4.5% | -1.7% | +6.2% | +4.6% |
| 3M | +8.9% | +28.0% | -19.1% | +7.2% |
| 6M | +12.5% | +54.1% | -41.6% | +9.0% |
| YTD | +50.5% | +57.1% | -6.6% | +45.4% |
| 1Y | +38.6% | +45.8% | -7.2% | +34.6% |
| 3Y | -1.2% | +157.6% | -158.8% | -9.1% |
| All | +101.9% | +152.0% | -50.0% | +96.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling