+1,563.7%
LITE vs COO
-23.4%
+1,587.1%
-50.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -1.5% | +5.5% | +4.4% |
| 7D | -1.5% | -2.2% | +0.7% | -1.0% |
| 30D | +6.7% | -7.0% | +13.7% | +8.3% |
| 3M | -6.8% | +12.2% | -19.0% | -12.2% |
| 6M | +29.4% | -15.1% | +44.6% | +37.8% |
| YTD | +139.1% | -15.1% | +154.2% | +154.1% |
| 1Y | +521.0% | +2.3% | +518.7% | +507.3% |
| All | +1,563.7% | -23.4% | +1,587.1% | +1,516.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling