+799.3%
LII vs COPX
+131.8%
+667.5%
-52.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COPX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.8% | +0.1% | +0.6% |
| 7D | -2.3% | -1.5% | -0.8% | -1.9% |
| 30D | -1.7% | -14.0% | +12.3% | +2.8% |
| 3M | -18.3% | -17.1% | -1.2% | -14.0% |
| 6M | -32.3% | -15.9% | -16.4% | -29.8% |
| YTD | -27.1% | +2.6% | -29.7% | -29.9% |
| 1Y | -27.2% | +21.6% | -48.8% | -33.9% |
| 3Y | -8.9% | +142.7% | -151.6% | -36.3% |
| 5Y | +19.7% | +122.2% | -102.6% | -16.2% |
| 10Y | +168.9% | +338.8% | -169.9% | +35.5% |
| All | +799.3% | +131.8% | +667.5% | +475.4% |
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