+13.9%
COR vs LH
+20.0%
-6.1%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -1.4% | -0.5% | -1.4% |
| 7D | +2.8% | -2.5% | +5.2% | +3.5% |
| 30D | +4.5% | +4.3% | +0.2% | +3.1% |
| 3M | +22.7% | +25.5% | -2.9% | +14.0% |
| 6M | -9.7% | +17.0% | -26.7% | -14.6% |
| YTD | -1.4% | +31.3% | -32.7% | -9.2% |
| 1Y | +13.9% | +20.0% | -6.0% | +6.7% |
| All | +13.9% | +20.0% | -6.1% | +6.7% |
Cumulative growth
Daily Returns
Daily percentage return beside LH.
Daily Out/Under-Performance
Portfolio return minus LH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LH 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 LH 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