+1,382.1%
LH vs COO
+4,249.1%
-2,867.0%
-96.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.5% | +0.1% | -1.3% |
| 7D | -2.5% | -2.2% | -0.2% | -2.3% |
| 30D | +4.3% | -7.0% | +11.4% | +5.0% |
| 3M | +25.5% | +12.2% | +13.3% | +24.2% |
| 6M | +17.0% | -15.1% | +32.1% | +18.6% |
| YTD | +31.3% | -15.1% | +46.4% | +33.0% |
| 1Y | +20.0% | +2.3% | +17.6% | +19.6% |
| 3Y | +63.9% | -23.7% | +87.5% | +66.7% |
| 5Y | +30.9% | -38.9% | +69.8% | +35.2% |
| 10Y | +191.4% | +49.9% | +141.5% | +183.1% |
| All | +1,382.1% | +4,249.1% | -2,867.0% | +1,191.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling