-41.3%
CORZ vs LTH
+84.0%
-125.3%
-57.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.4% | +6.3% | -16.7% | -11.5% |
| 7D | -14.9% | +9.9% | -24.8% | -16.5% |
| 30D | -23.1% | +18.3% | -41.4% | -25.9% |
| 3M | -44.1% | +5.9% | -50.0% | -44.6% |
| 6M | -39.5% | +80.3% | -119.9% | -52.8% |
| YTD | -12.4% | +78.3% | -90.7% | -31.2% |
| 1Y | -41.3% | +81.0% | -122.3% | -54.1% |
| All | -41.3% | +84.0% | -125.3% | -54.1% |
Cumulative growth
Daily Returns
Daily percentage return beside LTH.
Daily Out/Under-Performance
Portfolio return minus LTH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LTH 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 LTH 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