+17,451.9%
COR vs LH
+979.0%
+16,472.8%
-71.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -1.4% | -0.5% | -1.6% |
| 7D | +2.8% | -2.5% | +5.2% | +3.2% |
| 30D | +4.5% | +4.3% | +0.2% | +3.7% |
| 3M | +22.7% | +25.5% | -2.9% | +17.4% |
| 6M | -9.7% | +17.0% | -26.7% | -12.5% |
| YTD | -1.4% | +31.3% | -32.7% | -6.5% |
| 1Y | +13.9% | +20.0% | -6.0% | +9.7% |
| 3Y | +94.0% | +63.9% | +30.1% | +74.9% |
| 5Y | +184.0% | +30.9% | +153.2% | +164.9% |
| 10Y | +406.8% | +191.4% | +215.4% | +305.4% |
| All | +17,451.9% | +979.0% | +16,472.8% | +10,271.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling