+44.6%
COP vs LTH
+54.1%
-9.5%
-22.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.3% | -1.4% | -1.0% |
| 7D | +3.0% | -0.6% | +3.6% | +2.9% |
| 30D | +17.5% | -4.6% | +22.1% | +17.0% |
| 3M | +13.4% | +32.8% | -19.5% | +15.6% |
| 6M | +17.7% | +64.6% | -46.9% | +20.6% |
| YTD | +46.6% | +62.6% | -16.1% | +49.7% |
| 1Y | +44.6% | +49.9% | -5.3% | +48.6% |
| All | +44.6% | +54.1% | -9.5% | +48.6% |
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