+64.1%
COP vs LII
-26.1%
+90.2%
-22.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +1.1% | +0.5% | +1.8% |
| 7D | +4.4% | +2.9% | +1.5% | +5.0% |
| 30D | 0.0% | +0.9% | -1.0% | +0.4% |
| 3M | +15.0% | -15.5% | +30.6% | +12.3% |
| 6M | +22.0% | -30.2% | +52.2% | +16.2% |
| YTD | +55.3% | -26.8% | +82.2% | +48.1% |
| 1Y | +64.1% | -25.3% | +89.4% | +55.9% |
| All | +64.1% | -26.1% | +90.2% | +55.9% |
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 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