+5,083.9%
LITE vs COP
+243.1%
+4,840.8%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +2.3% |
| 3M | -6.8% | +13.4% | -20.1% | -10.0% |
| 6M | +29.4% | +17.7% | +11.7% | +22.9% |
| YTD | +139.1% | +46.6% | +92.5% | +113.2% |
| 1Y | +521.0% | +44.6% | +476.4% | +454.9% |
| 3Y | +1,535.3% | +20.7% | +1,514.6% | +1,417.8% |
| 5Y | +889.8% | +185.0% | +704.8% | +623.8% |
| 10Y | +2,400.7% | +347.0% | +2,053.7% | +1,582.3% |
| All | +5,083.9% | +243.1% | +4,840.8% | +2,898.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling