-32.8%
LII vs COO
+3.2%
-36.0%
-41.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -1.4% | -1.4% | -2.5% |
| 7D | +0.2% | +5.3% | -5.1% | -0.9% |
| 30D | -4.6% | +12.5% | -17.2% | -6.7% |
| 3M | -21.7% | -15.1% | -6.5% | -20.4% |
| 6M | -32.8% | +3.7% | -36.5% | -31.1% |
| All | -32.8% | +3.2% | -36.0% | -31.1% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling