+565.2%
COPX vs LH
+183.3%
+382.0%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.5% | -1.6% | -0.8% |
| 7D | -2.3% | -4.7% | +2.3% | -0.1% |
| 30D | +0.3% | -3.5% | +3.7% | +2.0% |
| 3M | +6.8% | +17.7% | -10.9% | -1.1% |
| 6M | +7.9% | +15.8% | -7.8% | +0.5% |
| YTD | +23.7% | +25.1% | -1.4% | +10.9% |
| 1Y | +71.5% | +12.5% | +59.0% | +60.8% |
| 3Y | +149.1% | +59.8% | +89.3% | +92.9% |
| 5Y | +167.3% | +27.1% | +140.3% | +127.3% |
| All | +565.2% | +183.3% | +382.0% | +254.3% |
Cumulative growth
Daily Returns
Daily percentage return beside LH.
Daily Out/Under-Performance
Portfolio return minus LH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LH 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 LH 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