+269.8%
CORZ vs LTH
+222.5%
+47.3%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.2% | -0.5% | +8.7% | +8.4% |
| 7D | +1.7% | +7.0% | -5.3% | -1.8% |
| 30D | -17.5% | +15.4% | -32.9% | -23.4% |
| 3M | -39.5% | +7.0% | -46.5% | -41.9% |
| 6M | -44.5% | +46.9% | -91.4% | -56.1% |
| YTD | -12.6% | +76.4% | -89.0% | -38.1% |
| 1Y | -37.0% | +83.7% | -120.7% | -56.6% |
| All | +269.8% | +222.5% | +47.3% | +96.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling