+232.7%
LITE vs COP
+61.7%
+171.1%
-44.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | COP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.9% | -5.2% | -2.7% | -8.7% |
| 7D | -31.4% | -8.1% | -23.3% | -32.4% |
| 30D | -42.6% | +6.7% | -49.2% | -40.9% |
| 3M | -26.2% | +16.9% | -43.1% | -22.7% |
| 6M | -35.8% | +11.2% | -47.0% | -33.4% |
| YTD | +70.0% | +49.5% | +20.5% | +95.5% |
| 1Y | +232.7% | +60.7% | +172.1% | +298.3% |
| All | +232.7% | +61.7% | +171.1% | +298.3% |
Cumulative growth
Daily Returns
Daily percentage return beside COP.
Daily Out/Under-Performance
Portfolio return minus COP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COP 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 COP 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