+4,615.8%
COP vs LH
+1,588.1%
+3,027.8%
-70.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | 0.0% | +1.6% | +1.6% |
| 7D | +3.4% | +2.5% | +0.9% | +3.0% |
| 30D | -0.6% | +18.7% | -19.3% | -3.1% |
| 3M | +10.8% | +15.3% | -4.6% | +8.3% |
| 6M | +19.6% | +45.4% | -25.8% | +13.0% |
| YTD | +52.9% | +49.5% | +3.4% | +43.6% |
| 1Y | +62.2% | +41.4% | +20.8% | +53.5% |
| 3Y | +32.4% | +87.6% | -55.3% | +19.7% |
| 5Y | +129.7% | +53.8% | +76.0% | +112.3% |
| 10Y | +331.8% | +266.2% | +65.6% | +252.7% |
| All | +4,615.8% | +1,588.1% | +3,027.8% | +3,126.3% |
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 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