+1,493.1%
LITE vs COO
+41.1%
+1,452.0%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | +0.7% | -5.2% | -4.8% |
| 7D | +10.8% | +0.5% | +10.3% | +10.6% |
| 30D | -33.4% | +14.2% | -47.6% | -37.7% |
| 3M | -32.2% | -18.2% | -14.0% | -27.5% |
| 6M | -42.1% | +5.3% | -47.4% | -46.3% |
| YTD | +61.9% | -23.6% | +85.4% | +76.4% |
| 1Y | +163.0% | -12.7% | +175.7% | +168.2% |
| 3Y | +1,358.0% | -24.2% | +1,382.2% | +1,428.4% |
| 5Y | +549.9% | -40.0% | +589.9% | +658.8% |
| All | +1,493.1% | +41.1% | +1,452.0% | +1,002.6% |
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