+165.5%
LTH vs COO
-40.5%
+206.0%
-58.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.8% | +0.5% | -0.4% |
| 7D | +4.5% | +4.7% | -0.2% | +2.1% |
| 30D | +16.3% | +13.9% | +2.4% | +8.9% |
| 3M | +8.4% | -14.9% | +23.3% | +16.5% |
| 6M | +40.3% | +2.0% | +38.3% | +35.6% |
| YTD | +77.3% | -23.9% | +101.2% | +101.3% |
| 1Y | +88.0% | -9.6% | +97.6% | +93.4% |
| 3Y | +274.3% | -25.4% | +299.7% | +302.6% |
| 5Y | +142.9% | -41.2% | +184.1% | +164.5% |
| All | +165.5% | -40.5% | +206.0% | +187.3% |
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