-42.9%
CORZ vs LTH
+84.4%
-127.3%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | -1.3% | +4.7% | +3.6% |
| 7D | -11.2% | +4.5% | -15.7% | -12.0% |
| 30D | -26.2% | +16.3% | -42.6% | -28.6% |
| 3M | -44.1% | +8.4% | -52.5% | -45.0% |
| 6M | -52.3% | +40.3% | -92.5% | -58.5% |
| YTD | -19.2% | +77.3% | -96.5% | -36.3% |
| 1Y | -42.9% | +88.0% | -130.8% | -55.1% |
| All | -42.9% | +84.4% | -127.3% | -55.1% |
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