+187.7%
COPX vs LTH
+160.9%
+26.8%
-42.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.3% | -1.0% | -0.7% |
| 7D | -4.0% | -0.6% | -3.3% | -3.9% |
| 30D | +4.5% | -4.6% | +9.1% | +5.4% |
| 3M | +0.8% | +32.8% | -32.0% | -5.2% |
| 6M | +3.2% | +64.6% | -61.4% | -7.2% |
| YTD | +26.7% | +62.6% | -35.9% | +14.0% |
| 1Y | +85.7% | +49.9% | +35.7% | +69.2% |
| 3Y | +151.2% | +151.3% | -0.2% | +104.2% |
| All | +187.7% | +160.9% | +26.8% | +120.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling