+15.2%
COPX vs LTH
+79.8%
-64.6%
-28.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +2.2% | -4.7% | -3.0% |
| 7D | -2.8% | -1.3% | -1.6% | -2.6% |
| 30D | -14.3% | +15.7% | -30.0% | -17.1% |
| 3M | -19.0% | +5.0% | -24.0% | -19.8% |
| 6M | -24.4% | +37.7% | -62.1% | -32.1% |
| YTD | -3.2% | +75.0% | -78.3% | -20.6% |
| 1Y | +15.2% | +82.6% | -67.5% | -6.7% |
| All | +15.2% | +79.8% | -64.6% | -6.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling