+5,083.9%
LITE vs COF
+193.4%
+4,890.4%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -0.4% | +4.4% | +4.2% |
| 7D | -1.5% | +1.8% | -3.4% | -2.3% |
| 30D | +6.7% | -0.6% | +7.2% | +6.7% |
| 3M | -6.8% | +20.3% | -27.0% | -14.6% |
| 6M | +29.4% | +13.0% | +16.4% | +21.3% |
| YTD | +139.1% | -8.3% | +147.4% | +143.2% |
| 1Y | +521.0% | -1.5% | +522.5% | +509.5% |
| 3Y | +1,535.3% | +122.3% | +1,413.0% | +1,054.4% |
| 5Y | +889.8% | +52.5% | +837.3% | +681.6% |
| 10Y | +2,400.7% | +264.9% | +2,135.8% | +1,238.3% |
| All | +5,083.9% | +193.4% | +4,890.4% | +2,681.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling