+242.0%
COF vs LH
+183.3%
+58.7%
-60.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.5% | -0.9% | -0.3% |
| 7D | -5.1% | -4.7% | -0.4% | -2.4% |
| 30D | -6.0% | -3.5% | -2.5% | -4.1% |
| 3M | +14.8% | +17.7% | -2.9% | +3.5% |
| 6M | +15.3% | +15.8% | -0.4% | +4.8% |
| YTD | -13.0% | +25.1% | -38.1% | -25.0% |
| 1Y | -5.7% | +12.5% | -18.2% | -13.7% |
| 3Y | +118.1% | +59.8% | +58.4% | +55.4% |
| 5Y | +46.2% | +27.1% | +19.2% | +18.4% |
| All | +242.0% | +183.3% | +58.7% | +55.7% |
Cumulative growth
Daily Returns
Daily percentage return beside LH.
Daily Out/Under-Performance
Portfolio return minus LH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LH 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 LH 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