+5,625.4%
COF vs LH
+1,089.9%
+4,535.5%
-90.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.2% | -0.3% | -1.1% |
| 7D | -2.7% | -3.2% | +0.5% | -1.8% |
| 30D | -3.4% | +0.1% | -3.5% | -3.4% |
| 3M | +15.4% | +18.6% | -3.2% | +9.9% |
| 6M | +14.4% | +17.9% | -3.5% | +9.1% |
| YTD | -12.0% | +28.9% | -40.9% | -18.3% |
| 1Y | -3.7% | +16.6% | -20.4% | -8.3% |
| 3Y | +121.1% | +63.6% | +57.5% | +90.5% |
| 5Y | +47.8% | +30.0% | +17.8% | +35.1% |
| 10Y | +250.3% | +191.9% | +58.4% | +160.9% |
| All | +5,625.4% | +1,089.9% | +4,535.5% | +3,036.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling