+232.7%
LITE vs COF
-4.4%
+237.2%
-44.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | COF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.9% | -1.1% | -6.7% | -7.7% |
| 7D | -31.4% | +0.7% | -32.1% | -31.5% |
| 30D | -42.6% | +5.7% | -48.3% | -43.0% |
| 3M | -26.2% | -6.7% | -19.5% | -25.6% |
| 6M | -35.8% | +9.5% | -45.3% | -37.1% |
| YTD | +70.0% | -13.9% | +83.9% | +80.3% |
| 1Y | +232.7% | -5.1% | +237.8% | +232.3% |
| All | +232.7% | -4.4% | +237.2% | +232.3% |
Cumulative growth
Daily Returns
Daily percentage return beside COF.
Daily Out/Under-Performance
Portfolio return minus COF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COF 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 COF 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