+113.4%
COST vs LTH
+160.9%
-47.5%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.3% | -1.4% | -1.1% |
| 7D | -3.1% | -0.6% | -2.5% | -3.1% |
| 30D | -2.8% | -4.6% | +1.8% | -2.2% |
| 3M | -5.7% | +32.8% | -38.5% | -9.4% |
| 6M | -8.8% | +64.6% | -73.4% | -15.4% |
| YTD | +6.7% | +62.6% | -56.0% | -1.1% |
| 1Y | -3.6% | +49.9% | -53.6% | -9.7% |
| 3Y | +75.1% | +151.3% | -76.3% | +50.4% |
| All | +113.4% | +160.9% | -47.5% | +75.6% |
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