+606.1%
COST vs LH
+183.3%
+422.8%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.5% | -1.2% | -0.1% |
| 7D | -1.2% | -4.7% | +3.5% | +0.1% |
| 30D | -4.7% | -3.5% | -1.2% | -3.9% |
| 3M | -7.1% | +17.7% | -24.8% | -11.3% |
| 6M | -8.5% | +15.8% | -24.3% | -12.4% |
| YTD | +5.4% | +25.1% | -19.7% | -1.5% |
| 1Y | -5.6% | +12.5% | -18.1% | -9.3% |
| 3Y | +68.5% | +59.8% | +8.7% | +44.8% |
| 5Y | +105.2% | +27.1% | +78.2% | +86.0% |
| All | +606.1% | +183.3% | +422.8% | +411.6% |
Cumulative growth
Daily Returns
Daily percentage return beside LH.
Daily Out/Under-Performance
Portfolio return minus LH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LH 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 LH 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