+111.8%
COPX vs LTH
+137.1%
-25.3%
-42.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +2.2% | -4.7% | -2.9% |
| 7D | -2.8% | -1.3% | -1.6% | -2.6% |
| 30D | -14.3% | +15.7% | -30.0% | -16.9% |
| 3M | -19.0% | +5.0% | -24.0% | -20.1% |
| 6M | -24.4% | +37.7% | -62.1% | -29.8% |
| YTD | -3.2% | +75.0% | -78.3% | -14.7% |
| 1Y | +15.2% | +82.6% | -67.5% | +0.6% |
| 3Y | +127.6% | +241.3% | -113.7% | +73.1% |
| All | +111.8% | +137.1% | -25.3% | +55.6% |
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