+318.0%
CORZ vs LH
+69.4%
+248.7%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | 0.0% | -1.3% | -1.3% |
| 7D | +26.4% | +2.5% | +23.9% | +25.5% |
| 30D | -6.8% | +18.7% | -25.5% | -11.7% |
| 3M | -31.1% | +15.3% | -46.4% | -34.2% |
| 6M | -36.9% | +45.4% | -82.3% | -44.6% |
| YTD | -1.2% | +49.5% | -50.7% | -14.8% |
| 1Y | -12.5% | +41.4% | -53.9% | -22.6% |
| All | +318.0% | +69.4% | +248.7% | +215.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling