+232.7%
LITE vs COO
-7.7%
+240.4%
-44.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.9% | +5.9% | -13.8% | -6.5% |
| 7D | -31.4% | +8.4% | -39.9% | -30.0% |
| 30D | -42.6% | +13.5% | -56.1% | -41.0% |
| 3M | -26.2% | -13.8% | -12.5% | -27.3% |
| 6M | -35.8% | +4.7% | -40.5% | -38.3% |
| YTD | +70.0% | -21.4% | +91.4% | +106.9% |
| 1Y | +232.7% | -6.7% | +239.5% | +239.8% |
| All | +232.7% | -7.7% | +240.4% | +239.8% |
Cumulative growth
Daily Returns
Daily percentage return beside COO.
Daily Out/Under-Performance
Portfolio return minus COO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COO 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 1y: compounded portfolio wealth divided by compounded COO 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…
1y analysis · Full analysis span regression · 6 months rolling