+25.7%
COP vs LTH
+268.4%
-242.7%
-36.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.3% | +1.9% | +0.6% |
| 7D | -11.5% | +4.5% | -16.0% | -11.6% |
| 30D | +5.0% | +16.3% | -11.4% | +4.5% |
| 3M | +17.5% | +8.4% | +9.1% | +17.2% |
| 6M | +16.2% | +40.3% | -24.0% | +14.9% |
| YTD | +48.8% | +77.3% | -28.5% | +45.0% |
| 1Y | +64.1% | +88.0% | -23.9% | +59.1% |
| 3Y | +25.7% | +274.3% | -248.6% | +25.4% |
| All | +25.7% | +268.4% | -242.7% | +25.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling