+153.8%
COST vs LTH
+186.8%
-33.0%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +0.2% | +1.8% | +2.0% |
| 7D | +3.9% | +0.3% | +3.7% | +3.9% |
| 30D | +13.5% | +17.7% | -4.2% | +11.0% |
| 3M | +15.3% | +8.5% | +6.9% | +13.9% |
| 6M | +9.2% | +46.9% | -37.8% | +3.3% |
| YTD | +26.9% | +78.8% | -51.9% | +16.0% |
| 1Y | +19.7% | +84.9% | -65.2% | +8.9% |
| 3Y | +96.0% | +246.4% | -150.3% | +61.4% |
| 5Y | +124.0% | +129.6% | -5.5% | +82.5% |
| All | +153.8% | +186.8% | -33.0% | +106.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling