-29.5%
LII vs COO
-9.4%
-20.2%
-41.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.8% | -0.1% | -1.3% |
| 7D | -0.6% | +4.7% | -5.3% | -2.1% |
| 30D | -4.6% | +13.9% | -18.5% | -8.4% |
| 3M | -21.2% | -14.9% | -6.3% | -16.9% |
| 6M | -36.4% | +2.0% | -38.5% | -38.2% |
| YTD | -28.9% | -23.9% | -5.0% | -18.0% |
| 1Y | -29.5% | -9.6% | -19.9% | -26.3% |
| All | -29.5% | -9.4% | -20.2% | -26.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling