+146.1%
LITE vs COO
-13.9%
+160.0%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -1.2% | -2.4% | -3.8% |
| 7D | +22.6% | -2.1% | +24.6% | +22.0% |
| 30D | -36.8% | +13.9% | -50.7% | -35.6% |
| 3M | -33.0% | -18.9% | -14.1% | -34.6% |
| 6M | -37.1% | +3.7% | -40.8% | -41.3% |
| YTD | +69.5% | -24.1% | +93.6% | +107.0% |
| 1Y | +146.1% | -14.2% | +160.3% | +173.6% |
| All | +146.1% | -13.9% | +160.0% | +173.6% |
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 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