+4,420.5%
COP vs LH
+1,382.1%
+3,038.5%
-70.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.4% | +0.3% | -0.9% |
| 7D | +3.0% | -2.5% | +5.5% | +3.4% |
| 30D | +17.5% | +4.3% | +13.1% | +16.8% |
| 3M | +13.4% | +25.5% | -12.2% | +9.5% |
| 6M | +17.7% | +17.0% | +0.8% | +14.8% |
| YTD | +46.6% | +31.3% | +15.3% | +40.4% |
| 1Y | +44.6% | +20.0% | +24.6% | +40.2% |
| 3Y | +20.7% | +63.9% | -43.2% | +11.4% |
| 5Y | +185.0% | +30.9% | +154.2% | +169.7% |
| 10Y | +347.0% | +191.4% | +155.6% | +276.2% |
| All | +4,420.5% | +1,382.1% | +3,038.5% | +3,056.1% |
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