+1,549.9%
LLY vs COPX
+583.8%
+966.1%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COPX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.1% | -0.6% | -0.6% |
| 7D | -2.9% | -2.3% | -0.6% | -2.7% |
| 30D | -8.4% | +0.3% | -8.7% | -8.6% |
| 3M | -3.8% | +6.8% | -10.6% | -4.9% |
| 6M | +11.9% | +7.9% | +4.0% | +9.8% |
| YTD | +4.3% | +23.7% | -19.4% | -0.2% |
| 1Y | +48.5% | +71.5% | -23.1% | +35.2% |
| 3Y | +91.2% | +149.1% | -57.9% | +62.5% |
| 5Y | +387.5% | +167.3% | +220.1% | +301.8% |
| All | +1,549.9% | +583.8% | +966.1% | +913.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling