+128.0%
COP vs LTH
+152.0%
-24.0%
-36.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.7% | +2.8% | +1.2% |
| 7D | -0.5% | -4.0% | +3.5% | -0.2% |
| 30D | +11.7% | -1.7% | +13.4% | +11.8% |
| 3M | +17.7% | +28.0% | -10.3% | +15.5% |
| 6M | +18.3% | +54.1% | -35.7% | +14.3% |
| YTD | +49.1% | +57.1% | -8.0% | +43.6% |
| 1Y | +53.3% | +45.8% | +7.5% | +48.4% |
| 3Y | +22.2% | +157.6% | -135.4% | +12.2% |
| All | +128.0% | +152.0% | -24.0% | +109.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling