+1,533.3%
LITE vs COPX
+368.8%
+1,164.5%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COPX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.7% | +5.6% | +5.1% | +7.3% |
| 7D | -12.9% | +3.3% | -16.2% | -14.1% |
| 30D | -46.0% | -12.2% | -33.7% | -41.0% |
| 3M | -33.0% | -14.5% | -18.5% | -25.8% |
| 6M | -34.0% | -12.2% | -21.9% | -27.7% |
| YTD | +61.7% | +5.2% | +56.6% | +56.8% |
| 1Y | +148.3% | +27.0% | +121.3% | +118.2% |
| 3Y | +1,408.5% | +149.1% | +1,259.4% | +809.7% |
| 5Y | +546.2% | +132.1% | +414.1% | +285.7% |
| 10Y | +1,533.3% | +365.9% | +1,167.4% | +577.9% |
| All | +1,533.3% | +368.8% | +1,164.5% | +577.9% |
Cumulative growth
Daily Returns
Daily percentage return beside COPX.
Daily Out/Under-Performance
Portfolio return minus COPX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COPX 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 10y: compounded portfolio wealth divided by compounded COPX 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…
10y analysis · Full analysis span regression · 6 months rolling