+3,599.1%
COST vs LII
+3,124.4%
+474.7%
-53.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +1.2% | -2.2% | -1.3% |
| 7D | -3.1% | -0.7% | -2.4% | -3.0% |
| 30D | -2.8% | -12.6% | +9.8% | +0.1% |
| 3M | -5.7% | -24.4% | +18.8% | -0.7% |
| 6M | -8.8% | -28.7% | +19.9% | -3.3% |
| YTD | +6.7% | -19.1% | +25.8% | +9.5% |
| 1Y | -3.6% | -29.7% | +26.1% | +1.8% |
| 3Y | +75.1% | +4.8% | +70.3% | +64.9% |
| 5Y | +108.9% | +24.6% | +84.3% | +86.2% |
| 10Y | +586.2% | +169.2% | +417.0% | +403.8% |
| All | +3,599.1% | +3,124.4% | +474.7% | +1,241.5% |
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