+113.0%
COP vs LTH
+142.9%
-29.9%
-36.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.3% | +1.9% | +0.7% |
| 7D | -11.5% | +4.5% | -16.0% | -11.8% |
| 30D | +5.0% | +16.3% | -11.4% | +3.9% |
| 3M | +17.5% | +8.4% | +9.1% | +16.8% |
| 6M | +16.2% | +40.3% | -24.0% | +13.3% |
| YTD | +48.8% | +77.3% | -28.5% | +41.9% |
| 1Y | +64.1% | +88.0% | -23.9% | +55.6% |
| 3Y | +25.7% | +274.3% | -248.6% | +11.8% |
| All | +113.0% | +142.9% | -29.9% | +89.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling