+3,406.8%
LITE vs COPX
+407.3%
+2,999.5%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COPX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.7% | +5.6% | +5.1% | +7.8% |
| 7D | -12.9% | +3.3% | -16.2% | -13.9% |
| 30D | -46.0% | -12.2% | -33.7% | -41.8% |
| 3M | -33.0% | -14.5% | -18.5% | -26.8% |
| 6M | -34.0% | -12.2% | -21.9% | -28.5% |
| YTD | +61.7% | +5.2% | +56.6% | +58.6% |
| 1Y | +148.3% | +27.0% | +121.3% | +124.5% |
| 3Y | +1,408.5% | +149.1% | +1,259.4% | +908.5% |
| 5Y | +546.2% | +132.1% | +414.1% | +331.8% |
| 10Y | +1,533.3% | +365.9% | +1,167.4% | +673.6% |
| All | +3,406.8% | +407.3% | +2,999.5% | +1,072.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling