+140.8%
LLY vs COPX
+128.6%
+12.2%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | COPX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -2.5% | +3.8% | +1.5% |
| 7D | +6.7% | -2.8% | +9.6% | +7.0% |
| 30D | +19.6% | -14.3% | +33.9% | +21.0% |
| 3M | +19.7% | -19.0% | +38.8% | +21.6% |
| 6M | +42.7% | -24.4% | +67.2% | +45.8% |
| YTD | +35.1% | -3.2% | +38.4% | +32.3% |
| 1Y | +42.2% | +15.2% | +27.0% | +35.7% |
| 3Y | +140.8% | +127.6% | +13.2% | +112.8% |
| All | +140.8% | +128.6% | +12.2% | +112.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling