+71.5%
COPX vs LH
+14.9%
+56.6%
-27.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.5% | -1.6% | -0.4% |
| 7D | -2.3% | -4.7% | +2.3% | -1.3% |
| 30D | +0.3% | -3.5% | +3.7% | +1.2% |
| 3M | +6.8% | +17.7% | -10.9% | +5.1% |
| 6M | +7.9% | +15.8% | -7.8% | +6.4% |
| YTD | +23.7% | +25.1% | -1.4% | +21.7% |
| 1Y | +71.5% | +12.5% | +59.0% | +73.0% |
| All | +71.5% | +14.9% | +56.6% | +73.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling