+1,587.5%
LITE vs COO
+38.3%
+1,549.2%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.6% | -1.2% | -1.5% |
| 7D | -13.9% | +4.5% | -18.4% | -15.5% |
| 30D | -46.9% | +16.9% | -63.8% | -50.8% |
| 3M | -28.0% | -16.7% | -11.3% | -23.5% |
| 6M | -35.2% | +5.9% | -41.2% | -40.1% |
| YTD | +58.9% | -22.4% | +81.3% | +72.1% |
| 1Y | +125.3% | -10.1% | +135.4% | +126.9% |
| 3Y | +1,344.4% | -22.8% | +1,367.2% | +1,402.8% |
| 5Y | +541.2% | -41.4% | +582.6% | +658.4% |
| 10Y | +1,587.5% | +41.3% | +1,546.3% | +1,184.1% |
| All | +1,587.5% | +38.3% | +1,549.2% | +1,184.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling