+3,068.2%
LITE vs COPX
+380.4%
+2,687.8%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COPX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | +1.5% | +4.2% | +4.9% |
| 7D | -35.9% | -1.0% | -34.9% | -35.5% |
| 30D | -51.5% | -14.8% | -36.8% | -47.0% |
| 3M | -35.7% | -17.2% | -18.5% | -28.7% |
| 6M | -43.0% | -14.5% | -28.5% | -37.4% |
| YTD | +46.1% | -0.4% | +46.5% | +47.1% |
| 1Y | +124.7% | +21.9% | +102.8% | +107.3% |
| 3Y | +1,172.1% | +123.7% | +1,048.3% | +791.6% |
| 5Y | +477.0% | +121.8% | +355.2% | +294.0% |
| 10Y | +1,465.7% | +397.9% | +1,067.8% | +655.7% |
| All | +3,068.2% | +380.4% | +2,687.8% | +987.7% |
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