+202.3%
COPX vs LTH
+152.0%
+50.3%
-42.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.7% | +2.6% | +1.3% |
| 7D | +6.0% | -4.0% | +10.0% | +6.8% |
| 30D | +6.4% | -1.7% | +8.1% | +6.7% |
| 3M | +19.3% | +28.0% | -8.7% | +12.9% |
| 6M | +16.2% | +54.1% | -37.8% | +5.9% |
| YTD | +33.2% | +57.1% | -23.9% | +20.6% |
| 1Y | +90.2% | +45.8% | +44.5% | +74.3% |
| 3Y | +175.7% | +157.6% | +18.1% | +123.0% |
| All | +202.3% | +152.0% | +50.3% | +133.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling