+34.5%
CORZ vs LH
+17.9%
+16.6%
-44.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | -0.6% | +5.3% | +4.6% |
| 7D | +16.6% | -0.8% | +17.4% | +16.4% |
| 30D | -10.9% | +2.0% | -12.9% | -10.4% |
| 3M | -31.0% | +24.3% | -55.3% | -26.5% |
| 6M | +26.0% | +21.1% | +5.0% | +33.9% |
| YTD | +28.6% | +30.4% | -1.8% | +41.6% |
| 1Y | +34.5% | +18.4% | +16.1% | +41.8% |
| All | +34.5% | +17.9% | +16.6% | +41.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling