+1,581.5%
LH vs COO
+3,872.8%
-2,291.3%
-96.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.6% | +0.3% | -0.2% |
| 7D | +4.8% | +4.5% | +0.3% | +4.4% |
| 30D | +18.8% | +16.9% | +1.9% | +17.2% |
| 3M | +15.7% | -16.7% | +32.4% | +17.4% |
| 6M | +46.7% | +5.9% | +40.7% | +45.7% |
| YTD | +48.9% | -22.4% | +71.4% | +51.9% |
| 1Y | +43.5% | -10.1% | +53.6% | +44.5% |
| 3Y | +86.9% | -22.8% | +109.7% | +89.9% |
| 5Y | +60.4% | -41.4% | +101.8% | +66.2% |
| 10Y | +260.7% | +41.3% | +219.5% | +252.1% |
| All | +1,581.5% | +3,872.8% | -2,291.3% | +1,375.2% |
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