+99.0%
COST vs LII
-8.2%
+107.2%
-20.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +1.1% | +0.1% | +1.2% |
| 7D | +5.0% | +2.9% | +2.1% | +4.7% |
| 30D | +12.8% | +0.9% | +11.9% | +12.6% |
| 3M | +15.2% | -15.5% | +30.7% | +16.9% |
| 6M | +7.4% | -30.2% | +37.6% | +10.3% |
| YTD | +29.0% | -26.8% | +55.9% | +30.9% |
| 1Y | +20.3% | -25.3% | +45.6% | +21.6% |
| 3Y | +99.0% | -7.8% | +106.7% | +90.0% |
| All | +99.0% | -8.2% | +107.2% | +90.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling