+41.4%
LH vs COO
-13.9%
+55.3%
-13.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.2% | +1.2% | +0.4% |
| 7D | +2.5% | -2.1% | +4.6% | +3.1% |
| 30D | +18.7% | +13.9% | +4.8% | +14.4% |
| 3M | +15.3% | -18.9% | +34.3% | +23.1% |
| 6M | +45.4% | +3.7% | +41.6% | +42.9% |
| YTD | +49.5% | -24.1% | +73.6% | +61.0% |
| 1Y | +41.4% | -14.2% | +55.6% | +50.4% |
| All | +41.4% | -13.9% | +55.3% | +50.4% |
Cumulative growth
Daily Returns
Daily percentage return beside COO.
Daily Out/Under-Performance
Portfolio return minus COO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COO 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 COO 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