+106.2%
COST vs LII
+25.8%
+80.4%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.4% | +0.8% | -0.3% |
| 7D | -3.2% | +2.1% | -5.3% | -3.6% |
| 30D | -4.0% | -12.4% | +8.4% | -1.3% |
| 3M | -6.5% | -24.8% | +18.3% | -1.8% |
| 6M | -8.5% | -25.2% | +16.6% | -4.5% |
| YTD | +6.0% | -20.3% | +26.3% | +8.4% |
| 1Y | -5.8% | -32.9% | +27.1% | +0.7% |
| 3Y | +71.8% | +2.0% | +69.8% | +51.9% |
| 5Y | +106.2% | +24.4% | +81.8% | +58.2% |
| All | +106.2% | +25.8% | +80.4% | +58.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling