+490.8%
LITE vs COF
+40.9%
+449.9%
-66.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | COF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | -1.0% | +6.6% | +6.2% |
| 7D | -35.9% | -1.5% | -34.5% | -35.6% |
| 30D | -51.5% | +3.0% | -54.6% | -52.3% |
| 3M | -35.7% | -7.9% | -27.8% | -33.3% |
| 6M | -43.0% | +5.2% | -48.2% | -45.4% |
| YTD | +46.1% | -15.7% | +61.9% | +55.8% |
| 1Y | +124.7% | -5.5% | +130.2% | +124.2% |
| 3Y | +1,172.1% | +100.5% | +1,071.5% | +767.0% |
| All | +490.8% | +40.9% | +449.9% | +353.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling