+1,358.0%
LITE vs COF
+95.3%
+1,262.7%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | COF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | +0.8% | -5.3% | -4.9% |
| 7D | +10.8% | -3.4% | +14.1% | +12.9% |
| 30D | -33.4% | +0.4% | -33.8% | -33.7% |
| 3M | -32.2% | -12.5% | -19.7% | -27.3% |
| 6M | -42.1% | +8.3% | -50.4% | -46.0% |
| YTD | +61.9% | -18.6% | +80.4% | +78.9% |
| 1Y | +163.0% | -8.6% | +171.6% | +165.7% |
| 3Y | +1,358.0% | +94.7% | +1,263.3% | +707.6% |
| All | +1,358.0% | +95.3% | +1,262.7% | +707.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling