+57.3%
LLY vs COP
+61.7%
-4.3%
-23.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | COP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -5.2% | +5.8% | 0.0% |
| 7D | +10.1% | -8.1% | +18.2% | +8.9% |
| 30D | +24.0% | +6.7% | +17.4% | +25.5% |
| 3M | +27.3% | +16.9% | +10.4% | +30.9% |
| 6M | +47.0% | +11.2% | +35.8% | +48.8% |
| YTD | +32.6% | +49.5% | -16.9% | +42.1% |
| 1Y | +57.3% | +60.7% | -3.3% | +72.9% |
| All | +57.3% | +61.7% | -4.3% | +72.9% |
Cumulative growth
Daily Returns
Daily percentage return beside COP.
Daily Out/Under-Performance
Portfolio return minus COP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COP 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 COP 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