+73.7%
COR vs LTH
+268.4%
-194.7%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.3% | -0.5% | -1.8% |
| 7D | +0.8% | +4.5% | -3.7% | +0.9% |
| 30D | +5.1% | +16.3% | -11.2% | +5.5% |
| 3M | +2.8% | +8.4% | -5.5% | +3.0% |
| 6M | +32.5% | +40.3% | -7.7% | +34.1% |
| YTD | -0.7% | +77.3% | -77.9% | +0.7% |
| 1Y | -6.7% | +88.0% | -94.7% | -5.5% |
| 3Y | +73.7% | +274.3% | -200.5% | +84.1% |
| All | +73.7% | +268.4% | -194.7% | +84.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling