+546.2%
LITE vs COP
+110.5%
+435.6%
-66.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | COP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.7% | -1.3% | +12.0% | +11.0% |
| 7D | -12.9% | -8.4% | -4.5% | -11.0% |
| 30D | -46.0% | +0.3% | -46.2% | -45.9% |
| 3M | -33.0% | +15.1% | -48.1% | -35.5% |
| 6M | -34.0% | +19.8% | -53.8% | -37.3% |
| YTD | +61.7% | +46.8% | +14.9% | +42.6% |
| 1Y | +148.3% | +59.7% | +88.5% | +112.8% |
| 3Y | +1,408.5% | +28.7% | +1,379.8% | +1,255.2% |
| 5Y | +546.2% | +110.7% | +435.5% | +444.8% |
| All | +546.2% | +110.5% | +435.6% | +444.8% |
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