+4,299.8%
COST vs LII
+2,806.7%
+1,493.1%
-53.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +0.8% | +1.2% | +1.8% |
| 7D | +3.9% | -2.3% | +6.2% | +4.4% |
| 30D | +13.5% | -1.7% | +15.2% | +13.7% |
| 3M | +15.3% | -18.3% | +33.6% | +20.3% |
| 6M | +9.2% | -32.3% | +41.5% | +17.3% |
| YTD | +26.9% | -27.1% | +54.0% | +33.0% |
| 1Y | +19.7% | -27.2% | +46.9% | +25.4% |
| 3Y | +96.0% | -8.9% | +105.0% | +90.5% |
| 5Y | +124.0% | +19.7% | +104.4% | +101.1% |
| 10Y | +760.6% | +168.9% | +591.7% | +531.3% |
| All | +4,299.8% | +2,806.7% | +1,493.1% | +1,528.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling