+96.3%
COR vs LTH
+152.2%
-55.9%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +0.3% | -2.2% | -1.9% |
| 7D | +2.8% | -0.6% | +3.4% | +2.8% |
| 30D | +4.5% | -4.6% | +9.1% | +4.4% |
| 3M | +22.7% | +32.8% | -10.1% | +23.8% |
| 6M | -9.7% | +64.6% | -74.4% | -8.8% |
| YTD | -1.4% | +62.6% | -64.1% | -0.5% |
| 1Y | +13.9% | +49.9% | -36.0% | +15.2% |
| All | +96.3% | +152.2% | -55.9% | +97.5% |
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