+1,402.3%
LITE vs COO
+41.2%
+1,361.1%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | -1.8% | +7.5% | +6.4% |
| 7D | -35.9% | +4.7% | -40.7% | -37.5% |
| 30D | -51.5% | +13.9% | -65.4% | -54.6% |
| 3M | -35.7% | -14.9% | -20.8% | -32.6% |
| 6M | -43.0% | +2.0% | -45.0% | -46.4% |
| YTD | +46.1% | -23.9% | +70.0% | +59.4% |
| 1Y | +124.7% | -9.6% | +134.3% | +125.2% |
| 3Y | +1,172.1% | -25.4% | +1,197.5% | +1,245.3% |
| 5Y | +477.0% | -41.2% | +518.2% | +578.6% |
| All | +1,402.3% | +41.2% | +1,361.1% | +1,049.9% |
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