+420.1%
CORZ vs LH
+48.7%
+371.4%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.4% | +1.3% | +0.4% |
| 7D | +8.4% | -2.5% | +10.8% | +9.2% |
| 30D | -17.8% | +4.3% | -22.2% | -19.0% |
| 3M | -35.9% | +25.5% | -61.4% | -40.8% |
| 6M | +12.9% | +17.0% | -4.0% | +7.4% |
| YTD | +22.9% | +31.3% | -8.4% | +10.5% |
| 1Y | +31.4% | +20.0% | +11.4% | +22.3% |
| All | +420.1% | +48.7% | +371.4% | +309.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling