+4,213.2%
COST vs LII
+2,796.3%
+1,416.9%
-53.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +2.2% | -1.0% | +0.7% |
| 7D | +2.5% | -1.2% | +3.6% | +2.7% |
| 30D | +12.8% | -2.0% | +14.7% | +13.0% |
| 3M | +12.7% | -20.2% | +32.9% | +18.1% |
| 6M | +6.0% | -32.5% | +38.6% | +14.0% |
| YTD | +24.4% | -27.4% | +51.7% | +30.5% |
| 1Y | +16.2% | -28.2% | +44.4% | +22.1% |
| 3Y | +96.9% | -7.2% | +104.1% | +90.5% |
| 5Y | +121.1% | +19.9% | +101.2% | +98.4% |
| 10Y | +758.4% | +168.6% | +589.8% | +529.8% |
| All | +4,213.2% | +2,796.3% | +1,416.9% | +1,498.0% |
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 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