+1,573.0%
COP vs LII
+2,806.7%
-1,233.7%
-70.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.8% | +0.9% | +1.5% |
| 7D | +0.7% | -2.3% | +3.0% | +1.2% |
| 30D | +0.2% | -1.7% | +1.9% | +0.2% |
| 3M | +10.2% | -18.3% | +28.5% | +15.1% |
| 6M | +20.1% | -32.3% | +52.4% | +29.2% |
| YTD | +50.5% | -27.1% | +77.6% | +57.2% |
| 1Y | +56.8% | -27.2% | +84.0% | +63.6% |
| 3Y | +30.3% | -8.9% | +39.2% | +24.7% |
| 5Y | +126.8% | +19.7% | +107.2% | +95.5% |
| 10Y | +325.0% | +168.9% | +156.1% | +189.7% |
| All | +1,573.0% | +2,806.7% | -1,233.7% | +558.1% |
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