+609.0%
COST vs LII
+163.1%
+445.9%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -2.4% | +1.6% | -0.2% |
| 7D | -2.8% | +0.5% | -3.3% | -2.9% |
| 30D | -5.3% | -11.2% | +6.0% | -2.6% |
| 3M | -6.7% | -28.8% | +22.1% | +0.1% |
| 6M | -9.9% | -26.9% | +17.0% | -4.8% |
| YTD | +5.1% | -22.2% | +27.3% | +8.8% |
| 1Y | -7.3% | -32.0% | +24.7% | -0.8% |
| 3Y | +70.4% | -0.4% | +70.8% | +56.3% |
| 5Y | +104.4% | +22.4% | +82.0% | +68.9% |
| 10Y | +609.0% | +171.4% | +437.6% | +376.2% |
| All | +609.0% | +163.1% | +445.9% | +376.2% |
Cumulative growth
Daily Returns
Daily percentage return beside LII.
Daily Out/Under-Performance
Portfolio return minus LII return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LII 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 LII 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