+168.6%
LII vs COO
+40.7%
+127.9%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +2.5% | -0.3% | +1.2% |
| 7D | -1.2% | +4.3% | -5.5% | -2.8% |
| 30D | -2.0% | +17.6% | -19.5% | -7.9% |
| 3M | -20.2% | -13.9% | -6.4% | -16.0% |
| 6M | -32.5% | +6.6% | -39.1% | -35.2% |
| YTD | -27.4% | -22.0% | -5.4% | -20.8% |
| 1Y | -28.2% | -8.8% | -19.4% | -26.5% |
| 3Y | -7.2% | -21.5% | +14.2% | -3.0% |
| 5Y | +19.9% | -41.0% | +60.9% | +38.1% |
| 10Y | +168.6% | +40.9% | +127.7% | +131.8% |
| All | +168.6% | +40.7% | +127.9% | +131.8% |
Cumulative growth
Daily Returns
Daily percentage return beside COO.
Daily Out/Under-Performance
Portfolio return minus COO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COO 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 10y: compounded portfolio wealth divided by compounded COO 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…
10y analysis · Full analysis span regression · 6 months rolling