-32.0%
LII vs COPX
+87.6%
-119.6%
-34.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | COPX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +0.9% | -3.4% | -2.7% |
| 7D | +0.5% | +6.0% | -5.5% | -1.0% |
| 30D | -11.2% | +6.4% | -17.7% | -12.8% |
| 3M | -28.8% | +19.3% | -48.1% | -32.4% |
| 6M | -26.9% | +16.2% | -43.2% | -31.3% |
| YTD | -22.2% | +33.2% | -55.4% | -29.5% |
| 1Y | -32.0% | +90.2% | -122.2% | -42.2% |
| All | -32.0% | +87.6% | -119.6% | -42.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling