+131.9%
LITE vs COP
+56.9%
+75.0%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | COP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +0.8% | -2.6% | -1.7% |
| 7D | -13.9% | -6.1% | -7.8% | -14.8% |
| 30D | -46.9% | +1.1% | -48.0% | -46.0% |
| 3M | -28.0% | +10.9% | -39.0% | -25.6% |
| 6M | -35.2% | +20.8% | -56.0% | -31.2% |
| YTD | +58.9% | +48.0% | +10.8% | +77.6% |
| All | +131.9% | +56.9% | +75.0% | +162.7% |
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