+120.5%
COP vs LH
+64.6%
+55.9%
-36.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.3% | +1.1% | +0.9% |
| 7D | -6.1% | +4.8% | -10.9% | -6.9% |
| 30D | +1.1% | +18.8% | -17.7% | -2.3% |
| 3M | +10.9% | +15.7% | -4.7% | +7.7% |
| 6M | +20.8% | +46.7% | -25.9% | +11.3% |
| YTD | +48.0% | +48.9% | -0.9% | +35.4% |
| 1Y | +58.5% | +43.5% | +15.1% | +46.3% |
| 3Y | +28.1% | +86.9% | -58.8% | +10.2% |
| 5Y | +120.5% | +60.4% | +60.1% | +84.9% |
| All | +120.5% | +64.6% | +55.9% | +84.9% |
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