+3,068.2%
LITE vs COF
+169.7%
+2,898.4%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | -1.0% | +6.6% | +6.1% |
| 7D | -35.9% | -1.5% | -34.5% | -35.6% |
| 30D | -51.5% | +3.0% | -54.6% | -52.2% |
| 3M | -35.7% | -7.9% | -27.8% | -33.7% |
| 6M | -43.0% | +5.2% | -48.2% | -44.9% |
| YTD | +46.1% | -15.7% | +61.9% | +53.8% |
| 1Y | +124.7% | -5.5% | +130.2% | +124.7% |
| 3Y | +1,172.1% | +100.5% | +1,071.5% | +836.6% |
| 5Y | +477.0% | +42.3% | +434.7% | +370.6% |
| 10Y | +1,465.7% | +228.7% | +1,236.9% | +770.8% |
| All | +3,068.2% | +169.7% | +2,898.4% | +1,658.4% |
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