+180.9%
COR vs LH
+28.2%
+152.7%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.2% | +0.7% | -0.1% |
| 7D | -3.9% | -3.2% | -0.7% | -3.1% |
| 30D | -0.3% | +0.1% | -0.5% | -0.4% |
| 3M | +15.9% | +18.6% | -2.8% | +11.0% |
| 6M | -10.3% | +17.9% | -28.2% | -14.0% |
| YTD | -3.7% | +28.9% | -32.6% | -9.6% |
| 1Y | +9.1% | +16.6% | -7.5% | +4.6% |
| 3Y | +86.6% | +63.6% | +23.0% | +63.4% |
| 5Y | +180.9% | +30.0% | +150.9% | +163.6% |
| All | +180.9% | +28.2% | +152.7% | +163.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling