+5,083.9%
LITE vs COO
+61.5%
+5,022.4%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -1.5% | +5.5% | +4.6% |
| 7D | -1.5% | -2.2% | +0.7% | -0.7% |
| 30D | +6.7% | -7.0% | +13.7% | +9.4% |
| 3M | -6.8% | +12.2% | -19.0% | -13.5% |
| 6M | +29.4% | -15.1% | +44.6% | +36.8% |
| YTD | +139.1% | -15.1% | +154.2% | +152.2% |
| 1Y | +521.0% | +2.3% | +518.7% | +496.9% |
| 3Y | +1,535.3% | -23.7% | +1,559.0% | +1,651.8% |
| 5Y | +889.8% | -38.9% | +928.8% | +1,057.7% |
| 10Y | +2,400.7% | +49.9% | +2,350.8% | +1,936.2% |
| All | +5,083.9% | +61.5% | +5,022.4% | +4,129.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling