+132.8%
LTH vs COO
-40.8%
+173.6%
-58.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | -1.2% | -3.0% | -3.6% |
| 7D | -4.6% | -2.1% | -2.5% | -3.6% |
| 30D | +14.8% | +13.9% | +0.9% | +7.3% |
| 3M | +3.9% | -18.9% | +22.9% | +15.0% |
| 6M | +35.5% | +3.7% | +31.8% | +29.6% |
| YTD | +71.3% | -24.1% | +95.5% | +95.4% |
| 1Y | +75.7% | -14.2% | +89.9% | +86.3% |
| 3Y | +231.9% | -24.5% | +256.4% | +252.4% |
| All | +132.8% | -40.8% | +173.6% | +173.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling