+555.0%
LITE vs COF
-2.2%
+557.1%
-42.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | COF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.0% | -2.6% | +13.6% | +11.3% |
| 7D | +12.6% | +1.2% | +11.4% | +12.2% |
| 30D | +9.9% | -1.4% | +11.3% | +9.9% |
| 3M | +9.3% | +19.0% | -9.7% | +5.7% |
| 6M | +75.2% | +14.9% | +60.3% | +69.5% |
| YTD | +165.5% | -10.7% | +176.2% | +175.9% |
| 1Y | +555.0% | -1.3% | +556.3% | +548.7% |
| All | +555.0% | -2.2% | +557.1% | +548.7% |
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