+167.2%
LTH vs COO
-39.4%
+206.5%
-58.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.6% | +1.7% | +1.4% |
| 7D | +6.4% | +4.5% | +1.9% | +4.1% |
| 30D | +16.7% | +16.9% | -0.2% | +7.8% |
| 3M | +11.7% | -16.7% | +28.4% | +21.6% |
| 6M | +48.5% | +5.9% | +42.6% | +40.7% |
| YTD | +78.4% | -22.4% | +100.8% | +100.5% |
| 1Y | +89.7% | -10.1% | +99.8% | +96.0% |
| 3Y | +245.6% | -22.8% | +268.4% | +263.7% |
| 5Y | +142.7% | -41.4% | +184.1% | +164.0% |
| All | +167.2% | -39.4% | +206.5% | +186.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling