+60.7%
COP vs LTH
+84.0%
-23.4%
-22.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.2% | +6.3% | -11.5% | -4.5% |
| 7D | -8.1% | +9.9% | -18.0% | -7.2% |
| 30D | +6.7% | +18.3% | -11.6% | +8.4% |
| 3M | +16.9% | +5.9% | +10.9% | +17.4% |
| 6M | +11.2% | +80.3% | -69.1% | +16.8% |
| YTD | +49.5% | +78.3% | -28.8% | +55.8% |
| 1Y | +60.7% | +81.0% | -20.3% | +67.4% |
| All | +60.7% | +84.0% | -23.4% | +67.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling