+1,670.7%
LITE vs COO
+40.2%
+1,630.5%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.7% | -1.0% | +11.7% | +11.1% |
| 7D | +3.4% | -2.3% | +5.7% | +4.5% |
| 30D | -34.9% | +13.3% | -48.2% | -38.8% |
| 3M | -21.0% | -18.1% | -2.9% | -15.5% |
| 6M | -38.5% | +6.7% | -45.2% | -43.3% |
| YTD | +75.8% | -23.2% | +99.0% | +91.2% |
| 1Y | +156.7% | -12.3% | +169.0% | +161.4% |
| 3Y | +1,498.6% | -23.6% | +1,522.1% | +1,569.3% |
| 5Y | +610.9% | -38.7% | +649.6% | +720.3% |
| 10Y | +1,670.7% | +42.2% | +1,628.5% | +1,205.0% |
| All | +1,670.7% | +40.2% | +1,630.5% | +1,205.0% |
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