+5,083.9%
LITE vs COPX
+511.2%
+4,572.6%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COPX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -0.6% | +4.6% | +4.3% |
| 7D | -1.5% | -4.0% | +2.4% | +0.4% |
| 30D | +6.7% | +4.5% | +2.1% | +4.3% |
| 3M | -6.8% | +0.8% | -7.6% | -6.8% |
| 6M | +29.4% | +3.2% | +26.3% | +27.9% |
| YTD | +139.1% | +26.7% | +112.4% | +111.3% |
| 1Y | +521.0% | +85.7% | +435.3% | +364.4% |
| 3Y | +1,535.3% | +151.2% | +1,384.1% | +959.3% |
| 5Y | +889.8% | +170.0% | +719.9% | +501.6% |
| 10Y | +2,400.7% | +572.9% | +1,827.8% | +955.4% |
| All | +5,083.9% | +511.2% | +4,572.6% | +1,462.2% |
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