+165.4%
LII vs COO
+41.2%
+124.2%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.8% | -0.1% | -1.2% |
| 7D | -0.6% | +4.7% | -5.3% | -2.4% |
| 30D | -4.6% | +13.9% | -18.5% | -9.3% |
| 3M | -21.2% | -14.9% | -6.3% | -16.6% |
| 6M | -36.4% | +2.0% | -38.5% | -37.9% |
| YTD | -28.9% | -23.9% | -5.0% | -21.7% |
| 1Y | -29.5% | -9.6% | -19.9% | -27.6% |
| 3Y | -8.6% | -25.4% | +16.9% | -2.3% |
| 5Y | +20.2% | -41.2% | +61.4% | +38.7% |
| All | +165.4% | +41.2% | +124.2% | +128.5% |
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