+446.1%
LITE vs COO
-39.4%
+485.5%
-66.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -18.7% | -1.4% | -17.3% | -18.3% |
| 7D | -44.6% | +5.3% | -49.8% | -45.5% |
| 30D | -55.0% | +12.5% | -67.6% | -57.0% |
| 3M | -38.3% | -15.1% | -23.2% | -35.6% |
| 6M | -48.8% | +3.7% | -52.4% | -51.6% |
| YTD | +38.3% | -22.5% | +60.8% | +49.6% |
| 1Y | +119.0% | -7.8% | +126.8% | +119.2% |
| 3Y | +1,092.0% | -24.1% | +1,116.1% | +1,144.9% |
| 5Y | +446.1% | -40.1% | +486.2% | +518.0% |
| All | +446.1% | -39.4% | +485.5% | +518.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling