+241.9%
CORZ vs LH
+66.7%
+175.1%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | +0.9% | +2.4% | +3.1% |
| 7D | -11.2% | +1.4% | -12.7% | -11.7% |
| 30D | -26.2% | +17.5% | -43.7% | -29.9% |
| 3M | -44.1% | +16.1% | -60.2% | -46.8% |
| 6M | -52.3% | +43.4% | -95.6% | -57.9% |
| YTD | -19.2% | +47.2% | -66.4% | -30.0% |
| 1Y | -42.9% | +50.1% | -93.0% | -51.3% |
| All | +241.9% | +66.7% | +175.1% | +159.3% |
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