+2.0%
LII vs COPX
+171.8%
-169.8%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | COPX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +4.1% | -5.5% | -2.4% |
| 7D | +2.1% | +5.8% | -3.7% | +0.6% |
| 30D | -12.4% | +7.2% | -19.6% | -14.2% |
| 3M | -24.8% | +16.5% | -41.3% | -28.3% |
| 6M | -25.2% | +18.4% | -43.6% | -29.5% |
| YTD | -20.3% | +31.9% | -52.2% | -27.6% |
| 1Y | -32.9% | +88.5% | -121.4% | -44.9% |
| 3Y | +2.0% | +173.1% | -171.1% | -25.3% |
| All | +2.0% | +171.8% | -169.8% | -25.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling