+81.0%
LTH vs COO
-7.7%
+88.7%
-16.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | +5.9% | +0.4% | +4.6% |
| 7D | +9.9% | +8.4% | +1.4% | +7.4% |
| 30D | +18.3% | +13.5% | +4.8% | +14.2% |
| 3M | +5.9% | -13.8% | +19.7% | +11.5% |
| 6M | +80.3% | +4.7% | +75.6% | +75.4% |
| YTD | +78.3% | -21.4% | +99.7% | +100.8% |
| 1Y | +81.0% | -6.7% | +87.8% | +79.7% |
| All | +81.0% | -7.7% | +88.7% | +79.7% |
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 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