+68.0%
COST vs LTH
+153.7%
-85.7%
-20.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.6% | +0.6% | +0.1% |
| 7D | -2.5% | -3.7% | +1.2% | -2.0% |
| 30D | -4.4% | -5.3% | +0.9% | -3.8% |
| 3M | -8.1% | +24.2% | -32.3% | -10.6% |
| 6M | -9.2% | +54.8% | -64.1% | -14.5% |
| YTD | +5.1% | +56.1% | -51.0% | -1.4% |
| 1Y | -5.1% | +45.5% | -50.6% | -10.2% |
| All | +68.0% | +153.7% | -85.7% | +52.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling