-3.7%
COF vs LII
-33.4%
+29.6%
-31.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -2.4% | +1.0% | -0.9% |
| 7D | -2.7% | +0.5% | -3.1% | -2.7% |
| 30D | -3.4% | -11.2% | +7.9% | -0.8% |
| 3M | +15.4% | -28.8% | +44.2% | +23.3% |
| 6M | +14.4% | -26.9% | +41.3% | +20.0% |
| YTD | -12.0% | -22.2% | +10.2% | -9.4% |
| 1Y | -3.7% | -32.0% | +28.2% | -2.7% |
| All | -3.7% | -33.4% | +29.6% | -2.7% |
Cumulative growth
Daily Returns
Daily percentage return beside LII.
Daily Out/Under-Performance
Portfolio return minus LII return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LII 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 1y: compounded portfolio wealth divided by compounded LII 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…
1y analysis · Full analysis span regression · 6 months rolling