+555.0%
LITE vs COPX
+88.4%
+466.6%
-42.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | COPX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.0% | +4.1% | +6.9% | +8.0% |
| 7D | +12.6% | +5.8% | +6.9% | +8.3% |
| 30D | +9.9% | +7.2% | +2.7% | +4.5% |
| 3M | +9.3% | +16.5% | -7.2% | -1.9% |
| 6M | +75.2% | +18.4% | +56.8% | +56.6% |
| YTD | +165.5% | +31.9% | +133.6% | +96.7% |
| 1Y | +555.0% | +88.5% | +466.5% | +327.9% |
| All | +555.0% | +88.4% | +466.6% | +327.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling