+95.6%
LLY vs COPX
+171.8%
-76.2%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | COPX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +4.1% | -6.3% | -2.6% |
| 7D | -3.1% | +5.8% | -8.9% | -3.7% |
| 30D | -5.1% | +7.2% | -12.3% | -5.8% |
| 3M | -2.1% | +16.5% | -18.6% | -3.8% |
| 6M | +13.8% | +18.4% | -4.6% | +11.0% |
| YTD | +5.1% | +31.9% | -26.8% | +0.2% |
| 1Y | +53.1% | +88.5% | -35.4% | +38.2% |
| 3Y | +95.6% | +173.1% | -77.5% | +66.3% |
| All | +95.6% | +171.8% | -76.2% | +66.3% |
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