+171.4%
LII vs COPX
+606.7%
-435.3%
-46.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COPX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +0.9% | -3.4% | -2.7% |
| 7D | +0.5% | +6.0% | -5.5% | -1.2% |
| 30D | -11.2% | +6.4% | -17.7% | -12.9% |
| 3M | -28.8% | +19.3% | -48.1% | -32.7% |
| 6M | -26.9% | +16.2% | -43.2% | -30.9% |
| YTD | -22.2% | +33.2% | -55.4% | -29.7% |
| 1Y | -32.0% | +90.2% | -122.2% | -44.7% |
| 3Y | -0.4% | +175.7% | -176.1% | -29.1% |
| 5Y | +22.4% | +193.1% | -170.7% | -16.4% |
| 10Y | +171.4% | +619.4% | -448.0% | +44.9% |
| All | +171.4% | +606.7% | -435.3% | +44.9% |
Cumulative growth
Daily Returns
Daily percentage return beside COPX.
Daily Out/Under-Performance
Portfolio return minus COPX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COPX 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 10y: compounded portfolio wealth divided by compounded COPX 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…
10y analysis · Full analysis span regression · 6 months rolling