+94.4%
OXY vs LTH
+180.7%
-86.3%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +2.2% | -1.6% | +0.5% |
| 7D | +4.2% | -1.3% | +5.5% | +4.3% |
| 30D | -4.3% | +15.7% | -20.0% | -5.1% |
| 3M | +2.3% | +5.0% | -2.7% | +1.9% |
| 6M | +5.5% | +37.7% | -32.1% | +3.4% |
| YTD | +44.9% | +75.0% | -30.1% | +39.1% |
| 1Y | +42.6% | +82.6% | -40.0% | +36.4% |
| 3Y | +0.7% | +241.3% | -240.6% | -8.8% |
| 5Y | +96.9% | +135.4% | -38.6% | +78.8% |
| All | +94.4% | +180.7% | -86.3% | +87.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling