+281.7%
CORZ vs LTH
+226.1%
+55.6%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +1.1% | +2.1% | +2.7% |
| 7D | -7.8% | +6.4% | -14.2% | -10.8% |
| 30D | -14.8% | +16.7% | -31.5% | -21.3% |
| 3M | -32.5% | +11.7% | -44.1% | -36.6% |
| 6M | -42.7% | +48.5% | -91.2% | -54.9% |
| YTD | -9.8% | +78.4% | -88.2% | -36.4% |
| 1Y | -31.9% | +89.7% | -121.6% | -53.9% |
| All | +281.7% | +226.1% | +55.6% | +101.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling