+29.4%
LITE vs COF
+13.8%
+15.7%
-42.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | COF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -0.4% | +4.4% | +4.0% |
| 7D | -1.5% | +1.8% | -3.4% | -1.7% |
| 30D | +6.7% | -0.6% | +7.2% | +6.6% |
| 3M | -6.8% | +20.3% | -27.0% | -9.3% |
| 6M | +29.4% | +13.0% | +16.4% | +32.0% |
| All | +29.4% | +13.8% | +15.7% | +32.0% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling