+173.1%
COPX vs LTH
+159.1%
+14.0%
-39.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | -1.8% | +5.9% | +4.4% |
| 7D | +5.8% | +1.5% | +4.2% | +5.4% |
| 30D | +7.2% | -3.1% | +10.3% | +7.7% |
| 3M | +16.5% | +28.1% | -11.6% | +10.1% |
| 6M | +18.4% | +67.4% | -49.0% | +6.1% |
| YTD | +31.9% | +59.8% | -27.9% | +18.8% |
| 1Y | +88.5% | +45.6% | +42.9% | +72.5% |
| 3Y | +173.1% | +162.0% | +11.1% | +132.5% |
| All | +173.1% | +159.1% | +14.0% | +132.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling