+322.1%
CORZ vs LH
+68.5%
+253.6%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.5% | +1.5% | +1.1% |
| 7D | +23.5% | +1.1% | +22.4% | +23.1% |
| 30D | +7.5% | +16.7% | -9.3% | +2.4% |
| 3M | -26.6% | +15.1% | -41.7% | -29.9% |
| 6M | -39.5% | +46.3% | -85.8% | -47.0% |
| YTD | -0.3% | +48.8% | -49.0% | -13.8% |
| 1Y | -4.2% | +39.7% | -43.9% | -14.8% |
| All | +322.1% | +68.5% | +253.6% | +219.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling