+20.0%
COP vs LII
+5.3%
+14.7%
-36.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +1.2% | -2.2% | -1.1% |
| 7D | +3.0% | -0.7% | +3.7% | +3.0% |
| 30D | +17.5% | -12.6% | +30.1% | +18.2% |
| 3M | +13.4% | -24.4% | +37.8% | +14.2% |
| 6M | +17.7% | -28.7% | +46.4% | +19.9% |
| YTD | +46.6% | -19.1% | +65.7% | +45.6% |
| 1Y | +44.6% | -29.7% | +74.3% | +46.9% |
| All | +20.0% | +5.3% | +14.7% | +19.7% |
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 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