+337.5%
COP vs LH
+179.1%
+158.4%
-70.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -4.4% | +4.8% | +2.0% |
| 7D | +1.0% | -7.4% | +8.4% | +3.9% |
| 30D | +9.6% | -4.6% | +14.1% | +11.4% |
| 3M | +15.0% | +14.5% | +0.5% | +8.7% |
| 6M | +21.8% | +14.8% | +7.0% | +14.3% |
| YTD | +49.6% | +23.3% | +26.4% | +36.3% |
| 1Y | +49.9% | +13.6% | +36.3% | +40.6% |
| 3Y | +22.6% | +56.3% | -33.7% | -1.1% |
| 5Y | +193.6% | +25.2% | +168.4% | +154.7% |
| All | +337.5% | +179.1% | +158.4% | +151.3% |
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