+139.3%
LTH vs COO
-35.4%
+174.7%
-58.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -2.7% | +1.0% | -0.3% |
| 7D | +1.5% | -2.3% | +3.8% | +2.8% |
| 30D | -3.1% | -8.8% | +5.8% | +1.7% |
| 3M | +28.1% | +1.3% | +26.8% | +26.6% |
| 6M | +67.4% | -11.6% | +79.0% | +77.5% |
| YTD | +59.8% | -17.4% | +77.2% | +75.8% |
| 1Y | +45.6% | -1.6% | +47.2% | +44.3% |
| 3Y | +162.0% | -22.6% | +184.6% | +182.8% |
| All | +139.3% | -35.4% | +174.7% | +151.0% |
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