+3,188.9%
LII vs COO
+2,522.1%
+666.8%
-62.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -1.5% | +2.6% | +1.6% |
| 7D | -0.7% | -2.2% | +1.5% | 0.0% |
| 30D | -12.6% | -7.0% | -5.6% | -10.7% |
| 3M | -24.4% | +12.2% | -36.6% | -27.3% |
| 6M | -28.7% | -15.1% | -13.6% | -25.4% |
| YTD | -19.1% | -15.1% | -4.1% | -15.4% |
| 1Y | -29.7% | +2.3% | -32.0% | -30.6% |
| 3Y | +4.8% | -23.7% | +28.5% | +10.4% |
| 5Y | +24.6% | -38.9% | +63.5% | +39.2% |
| 10Y | +169.2% | +49.9% | +119.3% | +129.4% |
| All | +3,188.9% | +2,522.1% | +666.8% | +1,350.3% |
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 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