-34.1%
CORZ vs LH
+49.3%
-83.4%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.2% | +1.4% | +6.7% | +8.2% |
| 7D | +1.7% | +4.6% | -2.8% | +2.0% |
| 30D | -17.5% | +19.1% | -36.6% | -16.5% |
| 3M | -39.5% | +16.7% | -56.2% | -38.8% |
| 6M | -44.5% | +47.0% | -91.5% | -41.4% |
| YTD | -12.6% | +49.3% | -61.9% | -3.8% |
| All | -34.1% | +49.3% | -83.4% | -29.0% |
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