+897.6%
LII vs COPX
+186.2%
+711.4%
-52.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COPX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.6% | +1.8% | +1.4% |
| 7D | -0.7% | -4.0% | +3.3% | +0.6% |
| 30D | -12.6% | +4.5% | -17.2% | -14.0% |
| 3M | -24.4% | +0.8% | -25.3% | -25.4% |
| 6M | -28.7% | +3.2% | -31.9% | -30.5% |
| YTD | -19.1% | +26.7% | -45.9% | -26.8% |
| 1Y | -29.7% | +85.7% | -115.4% | -44.2% |
| 3Y | +4.8% | +151.2% | -146.4% | -26.9% |
| 5Y | +24.6% | +170.0% | -145.4% | -17.8% |
| 10Y | +169.2% | +572.9% | -403.7% | +17.2% |
| All | +897.6% | +186.2% | +711.4% | +500.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling