+2,790.8%
LII vs COO
+2,249.6%
+541.2%
-62.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.8% | -0.1% | -1.4% |
| 7D | -0.6% | +4.7% | -5.3% | -2.0% |
| 30D | -4.6% | +13.9% | -18.5% | -8.2% |
| 3M | -21.2% | -14.9% | -6.3% | -17.7% |
| 6M | -36.4% | +2.0% | -38.5% | -37.4% |
| YTD | -28.9% | -23.9% | -5.0% | -23.5% |
| 1Y | -29.5% | -9.6% | -19.9% | -28.0% |
| 3Y | -8.6% | -25.4% | +16.9% | -3.3% |
| 5Y | +20.2% | -41.2% | +61.4% | +35.4% |
| 10Y | +166.2% | +42.1% | +124.2% | +130.1% |
| All | +2,790.8% | +2,249.6% | +541.2% | +1,211.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling