+158.1%
COST vs LTH
+180.7%
-22.6%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +2.2% | -0.9% | +1.0% |
| 7D | +5.0% | -1.3% | +6.3% | +5.2% |
| 30D | +12.8% | +15.7% | -2.8% | +10.5% |
| 3M | +15.2% | +5.0% | +10.2% | +14.3% |
| 6M | +7.4% | +37.7% | -30.3% | +2.5% |
| YTD | +29.0% | +75.0% | -46.0% | +18.3% |
| 1Y | +20.3% | +82.6% | -62.4% | +9.5% |
| 3Y | +99.0% | +241.3% | -142.3% | +64.1% |
| 5Y | +125.7% | +135.4% | -9.7% | +84.2% |
| All | +158.1% | +180.7% | -22.6% | +110.1% |
Cumulative growth
Daily Returns
Daily percentage return beside LTH.
Daily Out/Under-Performance
Portfolio return minus LTH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LTH 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 10y: compounded portfolio wealth divided by compounded LTH 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…
10y analysis · Full analysis span regression · 6 months rolling