+129.4%
LITE vs COPX
+24.1%
+105.3%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | COPX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.7% | +5.6% | +5.1% | +6.2% |
| 7D | -12.9% | +3.3% | -16.2% | -14.5% |
| 30D | -46.0% | -12.2% | -33.7% | -39.7% |
| 3M | -33.0% | -14.5% | -18.5% | -23.8% |
| 6M | -34.0% | -12.2% | -21.9% | -26.2% |
| YTD | +61.7% | +5.2% | +56.6% | +36.9% |
| All | +129.4% | +24.1% | +105.3% | +46.1% |
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