+901.5%
LITE vs COP
+186.8%
+714.7%
-66.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | COP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -1.1% | +5.1% | +4.3% |
| 7D | -1.5% | +3.0% | -4.5% | -2.3% |
| 30D | +6.7% | +17.5% | -10.8% | +2.4% |
| 3M | -6.8% | +13.4% | -20.1% | -9.8% |
| 6M | +29.4% | +17.7% | +11.7% | +22.8% |
| YTD | +139.1% | +46.6% | +92.5% | +111.9% |
| 1Y | +521.0% | +44.6% | +476.4% | +451.3% |
| 3Y | +1,535.3% | +20.7% | +1,514.6% | +1,392.8% |
| All | +901.5% | +186.8% | +714.7% | +689.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling