+43.1%
COF vs LH
+27.0%
+16.1%
-49.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.5% | -0.9% | -0.1% |
| 7D | -5.1% | -4.7% | -0.4% | -3.0% |
| 30D | -6.0% | -3.5% | -2.5% | -4.5% |
| 3M | +14.8% | +17.7% | -2.9% | +5.9% |
| 6M | +15.3% | +15.8% | -0.4% | +7.1% |
| YTD | -13.0% | +25.1% | -38.1% | -22.5% |
| 1Y | -5.7% | +12.5% | -18.2% | -11.9% |
| 3Y | +118.1% | +59.8% | +58.4% | +66.8% |
| All | +43.1% | +27.0% | +16.1% | +12.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling