+196.6%
COR vs LTH
+160.9%
+35.7%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +4.6% |
| 3M | +22.7% | +32.8% | -10.1% | +22.4% |
| 6M | -9.7% | +64.6% | -74.4% | -10.4% |
| YTD | -1.4% | +62.6% | -64.1% | -2.2% |
| 1Y | +13.9% | +49.9% | -36.0% | +13.3% |
| 3Y | +94.0% | +151.3% | -57.4% | +89.8% |
| All | +196.6% | +160.9% | +35.7% | +189.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling