+1,408.5%
LITE vs COP
+27.0%
+1,381.5%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | COP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.7% | -1.3% | +12.0% | +11.1% |
| 7D | -12.9% | -8.4% | -4.5% | -10.7% |
| 30D | -46.0% | +0.3% | -46.2% | -45.8% |
| 3M | -33.0% | +15.1% | -48.1% | -36.1% |
| 6M | -34.0% | +19.8% | -53.8% | -38.1% |
| YTD | +61.7% | +46.8% | +14.9% | +34.8% |
| 1Y | +148.3% | +59.7% | +88.5% | +97.2% |
| 3Y | +1,408.5% | +28.7% | +1,379.8% | +1,163.1% |
| All | +1,408.5% | +27.0% | +1,381.5% | +1,163.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling