+390.2%
LLY vs COPX
+193.3%
+196.9%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | COPX | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.9% | -0.9% | 0.0% |
| 7D | -3.1% | +6.0% | -9.1% | -3.5% |
| 30D | -8.6% | +6.4% | -15.0% | -9.1% |
| 3M | -1.6% | +19.3% | -20.9% | -3.2% |
| 6M | +11.8% | +16.2% | -4.4% | +9.8% |
| YTD | +5.1% | +33.2% | -28.0% | +1.6% |
| 1Y | +50.7% | +90.2% | -39.5% | +40.6% |
| 3Y | +95.7% | +175.7% | -80.0% | +75.2% |
| 5Y | +390.2% | +193.1% | +197.1% | +343.5% |
| All | +390.2% | +193.3% | +196.9% | +343.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling