+2,848.5%
LII vs COO
+2,293.0%
+555.5%
-62.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -1.4% | -1.4% | -2.4% |
| 7D | +0.2% | +5.3% | -5.1% | -1.3% |
| 30D | -4.6% | +12.5% | -17.2% | -7.9% |
| 3M | -21.7% | -15.1% | -6.5% | -18.1% |
| 6M | -32.8% | +3.7% | -36.5% | -34.2% |
| YTD | -27.5% | -22.5% | -5.0% | -22.5% |
| 1Y | -28.0% | -7.8% | -20.2% | -26.9% |
| 3Y | -7.2% | -24.1% | +16.9% | -2.4% |
| 5Y | +22.6% | -40.1% | +62.7% | +37.4% |
| 10Y | +171.5% | +44.7% | +126.9% | +133.4% |
| All | +2,848.5% | +2,293.0% | +555.5% | +1,230.0% |
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