+446.1%
LITE vs COP
+115.6%
+330.4%
-66.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | COP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -18.7% | -1.1% | -17.6% | -18.4% |
| 7D | -44.6% | -9.7% | -34.9% | -43.1% |
| 30D | -55.0% | +4.7% | -59.8% | -55.4% |
| 3M | -38.3% | +18.5% | -56.8% | -41.0% |
| 6M | -48.8% | +11.4% | -60.1% | -50.3% |
| YTD | +38.3% | +47.9% | -9.6% | +21.7% |
| 1Y | +119.0% | +59.3% | +59.7% | +88.0% |
| 3Y | +1,092.0% | +23.6% | +1,068.4% | +979.7% |
| 5Y | +446.1% | +113.1% | +333.0% | +358.9% |
| All | +446.1% | +115.6% | +330.4% | +358.9% |
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