+212.5%
COR vs LTH
+186.2%
+26.4%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +1.1% | -0.3% | +0.8% |
| 7D | +2.4% | +6.4% | -4.0% | +2.3% |
| 30D | +7.7% | +16.7% | -9.1% | +7.5% |
| 3M | +7.5% | +11.7% | -4.2% | +7.4% |
| 6M | +34.1% | +48.5% | -14.4% | +33.7% |
| YTD | +3.9% | +78.4% | -74.5% | +2.9% |
| 1Y | -3.6% | +89.7% | -93.3% | -4.7% |
| 3Y | +80.5% | +245.6% | -165.1% | +75.3% |
| 5Y | +194.9% | +142.7% | +52.2% | +184.7% |
| All | +212.5% | +186.2% | +26.4% | +204.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling