+34.7%
COF vs LTH
+150.3%
-115.6%
-49.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.6% | -1.1% | -1.6% |
| 7D | -6.1% | -3.7% | -2.3% | -5.0% |
| 30D | -5.2% | -5.3% | +0.2% | -3.7% |
| 3M | +17.0% | +24.2% | -7.2% | +9.6% |
| 6M | +12.9% | +54.8% | -41.9% | -1.7% |
| YTD | -13.5% | +56.1% | -69.6% | -25.1% |
| 1Y | -5.9% | +45.5% | -51.4% | -16.9% |
| 3Y | +117.1% | +155.9% | -38.8% | +58.8% |
| All | +34.7% | +150.3% | -115.6% | -3.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling