+123.1%
COP vs LII
+19.3%
+103.8%
-36.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.4% | +1.3% | +0.9% |
| 7D | -6.1% | +0.4% | -6.5% | -6.1% |
| 30D | +1.1% | -2.4% | +3.5% | +1.1% |
| 3M | +10.9% | -17.5% | +28.4% | +12.3% |
| 6M | +20.8% | -32.8% | +53.6% | +23.4% |
| YTD | +48.0% | -27.7% | +75.7% | +49.1% |
| 1Y | +58.5% | -28.1% | +86.6% | +59.7% |
| 3Y | +28.1% | -9.7% | +37.8% | +24.8% |
| All | +123.1% | +19.3% | +103.8% | +111.6% |
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