+110.3%
COST vs LTH
+152.0%
-41.6%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.7% | +0.9% | -0.6% |
| 7D | -2.8% | -4.0% | +1.2% | -2.3% |
| 30D | -5.3% | -1.7% | -3.6% | -5.1% |
| 3M | -6.7% | +28.0% | -34.7% | -9.9% |
| 6M | -9.9% | +54.1% | -64.0% | -15.7% |
| YTD | +5.1% | +57.1% | -51.9% | -2.1% |
| 1Y | -7.3% | +45.8% | -53.1% | -12.8% |
| 3Y | +70.4% | +157.6% | -87.2% | +45.8% |
| All | +110.3% | +152.0% | -41.6% | +73.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling