+89.4%
OXY vs LTH
+186.8%
-97.3%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.2% | +0.4% | +0.6% |
| 7D | -0.2% | +0.3% | -0.4% | -0.2% |
| 30D | -6.4% | +17.7% | -24.1% | -7.2% |
| 3M | -2.6% | +8.5% | -11.1% | -3.1% |
| 6M | +4.8% | +46.9% | -42.2% | +2.3% |
| YTD | +41.2% | +78.8% | -37.6% | +35.4% |
| 1Y | +39.5% | +84.9% | -45.4% | +33.4% |
| 3Y | -0.8% | +246.4% | -247.2% | -10.3% |
| 5Y | +91.6% | +129.6% | -38.0% | +71.3% |
| All | +89.4% | +186.8% | -97.3% | +82.7% |
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