+181.2%
COPX vs LTH
+150.3%
+30.8%
-42.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.0% | -0.6% | -6.3% | -6.9% |
| 7D | -2.9% | -3.7% | +0.8% | -2.2% |
| 30D | 0.0% | -5.3% | +5.3% | +1.0% |
| 3M | +14.8% | +24.2% | -9.4% | +9.4% |
| 6M | +7.0% | +54.8% | -47.8% | -2.6% |
| YTD | +23.8% | +56.1% | -32.2% | +12.3% |
| 1Y | +75.7% | +45.5% | +30.2% | +61.0% |
| 3Y | +156.4% | +155.9% | +0.5% | +107.7% |
| All | +181.2% | +150.3% | +30.8% | +117.5% |
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 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