+234.1%
LTH vs COO
-24.6%
+258.7%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | -1.2% | -3.0% | -3.8% |
| 7D | -4.6% | -2.1% | -2.5% | -4.0% |
| 30D | +14.8% | +13.9% | +0.9% | +9.9% |
| 3M | +3.9% | -18.9% | +22.9% | +11.3% |
| 6M | +35.5% | +3.7% | +31.8% | +32.0% |
| YTD | +71.3% | -24.1% | +95.5% | +87.7% |
| 1Y | +75.7% | -14.2% | +89.9% | +83.8% |
| All | +234.1% | -24.6% | +258.7% | +244.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling