+29.9%
LH vs COO
-39.5%
+69.3%
-34.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -2.7% | +2.1% | +0.3% |
| 7D | -0.8% | -2.3% | +1.5% | 0.0% |
| 30D | +2.0% | -8.8% | +10.8% | +5.3% |
| 3M | +24.3% | +1.3% | +22.9% | +23.4% |
| 6M | +21.1% | -11.6% | +32.6% | +25.9% |
| YTD | +30.4% | -17.4% | +47.9% | +38.9% |
| 1Y | +18.4% | -1.6% | +20.0% | +18.0% |
| 3Y | +65.5% | -22.6% | +88.1% | +74.3% |
| 5Y | +29.9% | -40.3% | +70.2% | +46.5% |
| All | +29.9% | -39.5% | +69.3% | +46.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling