+51.1%
COF vs LII
+25.8%
+25.3%
-49.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -1.4% | -1.2% | -2.0% |
| 7D | +1.2% | +2.1% | -0.9% | +0.4% |
| 30D | -1.4% | -12.4% | +11.0% | +3.9% |
| 3M | +19.0% | -24.8% | +43.8% | +31.3% |
| 6M | +14.9% | -25.2% | +40.0% | +26.0% |
| YTD | -10.7% | -20.3% | +9.6% | -5.4% |
| 1Y | -1.3% | -32.9% | +31.7% | +12.2% |
| 3Y | +124.3% | +2.0% | +122.3% | +95.2% |
| 5Y | +51.1% | +24.4% | +26.7% | +18.2% |
| All | +51.1% | +25.8% | +25.3% | +18.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling