+540.1%
COF vs LII
+3,124.4%
-2,584.2%
-90.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.2% | -1.6% | -1.0% |
| 7D | +1.8% | -0.7% | +2.5% | +2.1% |
| 30D | -0.6% | -12.6% | +12.0% | +5.8% |
| 3M | +20.3% | -24.4% | +44.7% | +34.9% |
| 6M | +13.0% | -28.7% | +41.7% | +29.2% |
| YTD | -8.3% | -19.1% | +10.8% | -2.1% |
| 1Y | -1.5% | -29.7% | +28.2% | +11.6% |
| 3Y | +122.3% | +4.8% | +117.5% | +99.1% |
| 5Y | +52.5% | +24.6% | +27.9% | +22.8% |
| 10Y | +264.9% | +169.2% | +95.7% | +99.9% |
| All | +540.1% | +3,124.4% | -2,584.2% | +19.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling