+48.5%
LLY vs COPX
+73.7%
-25.3%
-23.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | COPX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.1% | -0.6% | -0.6% |
| 7D | -2.9% | -2.3% | -0.6% | -2.8% |
| 30D | -8.4% | +0.3% | -8.7% | -8.5% |
| 3M | -3.8% | +6.8% | -10.6% | -3.9% |
| 6M | +11.9% | +7.9% | +4.0% | +10.4% |
| YTD | +4.3% | +23.7% | -19.4% | +2.3% |
| 1Y | +48.5% | +71.5% | -23.1% | +44.2% |
| All | +48.5% | +73.7% | -25.3% | +44.2% |
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 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