+1,529.3%
COP vs LII
+3,124.4%
-1,595.1%
-70.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +1.2% | -2.2% | -1.4% |
| 7D | +3.0% | -0.7% | +3.7% | +3.1% |
| 30D | +17.5% | -12.6% | +30.1% | +21.3% |
| 3M | +13.4% | -24.4% | +37.8% | +19.5% |
| 6M | +17.7% | -28.7% | +46.4% | +24.8% |
| YTD | +46.6% | -19.1% | +65.7% | +50.0% |
| 1Y | +44.6% | -29.7% | +74.3% | +52.8% |
| 3Y | +20.7% | +4.8% | +15.9% | +11.7% |
| 5Y | +185.0% | +24.6% | +160.5% | +144.8% |
| 10Y | +347.0% | +169.2% | +177.8% | +206.5% |
| All | +1,529.3% | +3,124.4% | -1,595.1% | +528.0% |
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