+57.3%
LLY vs COPX
+31.7%
+25.6%
-23.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | COPX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +4.0% | -3.4% | +0.6% |
| 7D | +10.1% | -3.0% | +13.0% | +10.1% |
| 30D | +24.0% | -13.6% | +37.7% | +24.5% |
| 3M | +27.3% | -11.2% | +38.5% | +27.6% |
| 6M | +47.0% | -2.4% | +49.4% | +45.6% |
| YTD | +32.6% | +4.2% | +28.4% | +31.1% |
| 1Y | +57.3% | +32.2% | +25.2% | +51.8% |
| All | +57.3% | +31.7% | +25.6% | +51.8% |
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 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