+95.0%
COF vs LII
-8.4%
+103.4%
-31.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.4% | -0.9% | -1.3% |
| 7D | -6.2% | +0.4% | -6.6% | -6.3% |
| 30D | -1.7% | -2.4% | +0.7% | -1.4% |
| 3M | -10.2% | -17.5% | +7.2% | -5.4% |
| 6M | +4.2% | -32.8% | +37.0% | +15.4% |
| YTD | -18.2% | -27.7% | +9.4% | -12.6% |
| 1Y | -9.7% | -28.1% | +18.3% | -3.4% |
| 3Y | +95.0% | -9.7% | +104.7% | +93.9% |
| All | +95.0% | -8.4% | +103.4% | +93.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling